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 | 15,35% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 845 789 | 426 104 | 50 892 CHF | 29 902 CHF | 100,00% | 100,00% |
19/11/2024 | 16,71% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 928 429 | 473 570 | 50 950 CHF | 30 725 CHF | 99,86% | 99,86% |
18/11/2024 | 16,00% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 885 536 | 449 474 | 50 933 CHF | 30 336 CHF | 99,91% | 99,91% |
15/11/2024 | 16,20% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 898 140 | 456 739 | 50 941 CHF | 30 463 CHF | 100,00% | 100,00% |
14/11/2024 | 18,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 464 782 | 49 349 CHF | 27 699 CHF | 100,00% | 100,00% |
13/11/2024 | 18,09% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 113 | 495 404 | 50 005 CHF | 29 884 CHF | 100,00% | 100,00% |
12/11/2024 | 17,50% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 960 250 | 486 750 | 50 088 CHF | 30 274 CHF | 99,70% | 99,70% |
11/11/2024 | 16,08% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 890 241 | 451 686 | 50 939 CHF | 30 351 CHF | 99,90% | 99,90% |
08/11/2024 | 17,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 908 211 | 378 770 | 48 652 CHF | 24 817 CHF | 100,00% | 100,00% |
07/11/2024 | 15,79% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 873 020 | 439 689 | 50 931 CHF | 30 045 CHF | 99,91% | 99,91% |