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 | 18,04% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 985 979 | 487 526 | 49 743 CHF | 29 497 CHF | 99,39% | 99,39% |
19/11/2024 | 19,69% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 317 | 311 326 | 45 742 CHF | 17 670 CHF | 99,26% | 99,26% |
18/11/2024 | 14,67% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 798 407 | 407 584 | 50 415 CHF | 29 829 CHF | 99,31% | 99,31% |
15/11/2024 | 12,42% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 665 040 | 345 530 | 50 255 CHF | 29 567 CHF | 99,39% | 99,39% |
14/11/2024 | 11,74% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 633 364 | 324 481 | 50 770 CHF | 29 276 CHF | 99,35% | 99,35% |
13/11/2024 | 11,83% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 637 599 | 328 664 | 50 718 CHF | 29 424 CHF | 99,38% | 99,38% |
12/11/2024 | 9,47% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 507 221 | 420 909 | 51 095 CHF | 47 603 CHF | 99,06% | 99,06% |
11/11/2024 | 8,86% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 478 379 | 475 498 | 51 627 CHF | 56 123 CHF | 99,28% | 99,28% |
08/11/2024 | 7,13% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 383 505 | 383 505 | 51 860 CHF | 55 695 CHF | 99,39% | 99,39% |
07/11/2024 | 3,55% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 188 598 | 188 598 | 52 336 CHF | 54 222 CHF | 99,25% | 99,25% |