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 | 18,61% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 982 951 | 427 855 | 48 237 CHF | 25 719 CHF | 100,00% | 100,00% |
19/11/2024 | 17,96% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 977 445 | 464 813 | 49 604 CHF | 28 362 CHF | 99,90% | 99,90% |
18/11/2024 | 13,84% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 752 315 | 386 399 | 50 612 CHF | 29 875 CHF | 99,90% | 99,90% |
15/11/2024 | 10,73% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 576 841 | 325 555 | 50 868 CHF | 32 209 CHF | 100,00% | 100,00% |
14/11/2024 | 10,91% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 594 885 | 344 914 | 51 540 CHF | 33 792 CHF | 100,00% | 100,00% |
13/11/2024 | 14,63% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 805 435 | 409 162 | 51 046 CHF | 30 043 CHF | 100,00% | 100,00% |
12/11/2024 | 12,51% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 664 008 | 347 089 | 49 740 CHF | 29 480 CHF | 99,67% | 99,67% |
11/11/2024 | 7,27% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 390 726 | 390 726 | 51 910 CHF | 55 818 CHF | 99,85% | 99,85% |
08/11/2024 | 6,73% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 361 444 | 361 443 | 51 796 CHF | 55 411 CHF | 100,00% | 100,00% |
07/11/2024 | 4,36% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 236 043 | 236 044 | 52 953 CHF | 55 313 CHF | 99,90% | 99,90% |