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 | 10,61% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 577 187 | 302 065 | 51 516 CHF | 29 988 CHF | 99,38% | 99,38% |
19/11/2024 | 10,42% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 560 287 | 362 923 | 50 931 CHF | 37 214 CHF | 99,30% | 99,30% |
18/11/2024 | 13,07% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 705 558 | 365 956 | 50 483 CHF | 29 845 CHF | 99,30% | 99,30% |
15/11/2024 | 13,95% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 759 947 | 390 004 | 50 679 CHF | 29 929 CHF | 99,39% | 99,39% |
14/11/2024 | 12,25% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 661 582 | 342 117 | 50 749 CHF | 29 661 CHF | 99,35% | 99,35% |
13/11/2024 | 12,62% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 682 033 | 353 331 | 50 632 CHF | 29 759 CHF | 99,36% | 99,36% |
12/11/2024 | 16,00% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 886 644 | 445 224 | 51 023 CHF | 30 076 CHF | 99,09% | 99,09% |
11/11/2024 | 21,40% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 015 | 250 000 | 41 644 CHF | 12 961 CHF | 99,28% | 99,28% |
08/11/2024 | 20,81% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 255 296 | 43 457 CHF | 13 662 CHF | 99,39% | 99,39% |
07/11/2024 | 24,73% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 038 | 256 636 | 35 637 CHF | 11 810 CHF | 99,27% | 99,27% |