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 | 7,89% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 421 873 | 421 873 | 51 389 CHF | 55 607 CHF | 99,38% | 99,38% |
19/11/2024 | 10,06% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 547 943 | 397 513 | 51 804 CHF | 42 555 CHF | 99,28% | 99,28% |
18/11/2024 | 16,85% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 930 173 | 475 151 | 50 580 CHF | 30 594 CHF | 99,26% | 99,26% |
15/11/2024 | 18,66% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 433 043 | 48 694 CHF | 25 647 CHF | 99,39% | 99,39% |
14/11/2024 | 20,85% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 905 | 250 000 | 42 782 CHF | 13 275 CHF | 99,34% | 99,34% |
13/11/2024 | 19,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 990 870 | 344 506 | 46 645 CHF | 19 958 CHF | 99,38% | 99,38% |
12/11/2024 | 17,69% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 968 311 | 489 437 | 49 930 CHF | 30 140 CHF | 99,07% | 99,07% |
11/11/2024 | 15,85% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 871 240 | 441 110 | 50 610 CHF | 30 025 CHF | 99,30% | 99,30% |
08/11/2024 | 14,09% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 762 014 | 393 507 | 50 302 CHF | 29 912 CHF | 99,37% | 99,37% |
07/11/2024 | 11,87% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 637 522 | 330 273 | 50 502 CHF | 29 460 CHF | 99,27% | 99,27% |