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 | 12,90% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 889 151 | 296 384 | 64 640 CHF | 24 510 CHF | 99,38% | 99,38% |
19/11/2024 | 10,47% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 67 971 CHF | 25 157 CHF | 96,68% | 96,68% |
18/11/2024 | 9,43% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 75 860 CHF | 27 787 CHF | 97,55% | 97,55% |
15/11/2024 | 11,25% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 872 463 | 290 821 | 73 457 CHF | 27 394 CHF | 96,50% | 96,50% |
14/11/2024 | 14,61% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 980 055 | 380 055 | 62 544 CHF | 27 908 CHF | 99,41% | 99,41% |
13/11/2024 | 14,84% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 991 710 | 391 710 | 62 080 CHF | 28 397 CHF | 98,73% | 98,73% |
12/11/2024 | 16,53% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 55 898 CHF | 26 359 CHF | 99,39% | 99,39% |
11/11/2024 | 17,95% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 50 843 CHF | 24 337 CHF | 99,31% | 99,31% |
08/11/2024 | 15,84% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 58 357 CHF | 27 343 CHF | 99,39% | 99,39% |
07/11/2024 | 15,21% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 60 836 CHF | 28 335 CHF | 98,62% | 98,62% |