Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 21,93% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 414 | 255 520 | 40 436 CHF | 13 001 CHF | 99,37% | 99,37% |
19/11/2024 | 21,09% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 676 | 265 640 | 42 397 CHF | 14 086 CHF | 99,28% | 99,28% |
18/11/2024 | 16,15% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 893 616 | 454 160 | 50 894 CHF | 30 396 CHF | 99,28% | 99,28% |
15/11/2024 | 18,37% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 979 012 | 429 098 | 48 618 CHF | 25 967 CHF | 99,39% | 99,39% |
14/11/2024 | 28,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 292 | 250 000 | 30 390 CHF | 10 140 CHF | 99,39% | 99,39% |
13/11/2024 | 24,75% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 889 | 250 000 | 35 504 CHF | 11 427 CHF | 99,36% | 99,36% |
12/11/2024 | 22,25% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 072 | 253 474 | 39 884 CHF | 12 704 CHF | 99,08% | 99,08% |
11/11/2024 | 17,83% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 975 743 | 476 175 | 49 924 CHF | 29 208 CHF | 99,29% | 99,29% |
08/11/2024 | 19,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 244 | 340 741 | 46 605 CHF | 19 623 CHF | 99,38% | 99,38% |
07/11/2024 | 12,71% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 682 312 | 356 124 | 50 247 CHF | 29 819 CHF | 99,27% | 99,27% |