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 | 21,31% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 440 | 250 000 | 41 837 CHF | 13 011 CHF | 99,38% | 99,38% |
19/11/2024 | 19,86% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 999 892 | 284 702 | 45 422 CHF | 15 903 CHF | 98,58% | 98,58% |
18/11/2024 | 17,17% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 950 613 | 483 053 | 50 628 CHF | 30 571 CHF | 99,26% | 99,26% |
15/11/2024 | 17,18% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 947 601 | 482 533 | 50 446 CHF | 30 524 CHF | 99,37% | 99,37% |
14/11/2024 | 16,68% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 925 900 | 475 038 | 50 877 CHF | 30 854 CHF | 99,37% | 99,37% |
13/11/2024 | 17,43% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 956 700 | 485 527 | 50 125 CHF | 30 311 CHF | 99,36% | 99,36% |
12/11/2024 | 15,18% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 828 498 | 420 078 | 50 461 CHF | 29 789 CHF | 99,07% | 99,07% |
11/11/2024 | 14,48% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 787 332 | 403 900 | 50 444 CHF | 29 927 CHF | 99,27% | 99,27% |
08/11/2024 | 14,33% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 773 802 | 398 919 | 50 153 CHF | 29 852 CHF | 99,38% | 99,38% |
07/11/2024 | 13,54% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 737 187 | 380 452 | 50 768 CHF | 30 012 CHF | 99,27% | 99,27% |