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 | 15,12% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 828 583 | 418 309 | 50 620 CHF | 29 753 CHF | 99,37% | 99,37% |
19/11/2024 | 15,89% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 874 441 | 442 646 | 50 643 CHF | 30 052 CHF | 99,28% | 99,28% |
18/11/2024 | 13,42% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 729 057 | 377 028 | 50 695 CHF | 29 987 CHF | 99,25% | 99,25% |
15/11/2024 | 13,66% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 740 005 | 383 161 | 50 484 CHF | 29 973 CHF | 99,39% | 99,39% |
14/11/2024 | 18,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 849 | 397 987 | 47 700 CHF | 23 287 CHF | 99,35% | 99,35% |
13/11/2024 | 19,62% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 875 | 300 835 | 45 869 CHF | 17 051 CHF | 99,37% | 99,37% |
12/11/2024 | 18,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 981 459 | 493 820 | 49 133 CHF | 29 670 CHF | 99,06% | 99,06% |
11/11/2024 | 17,15% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 938 355 | 472 548 | 50 027 CHF | 29 935 CHF | 91,10% | 91,10% |
08/11/2024 | 21,83% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 007 | 250 000 | 40 601 CHF | 12 720 CHF | 99,39% | 99,39% |
07/11/2024 | 23,01% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 094 | 250 000 | 38 501 CHF | 12 164 CHF | 99,26% | 99,26% |