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 | 19,39% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 988 685 | 303 976 | 46 194 CHF | 17 588 CHF | 99,45% | 99,45% |
19/11/2024 | 19,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 985 165 | 353 093 | 46 603 CHF | 20 540 CHF | 98,35% | 98,35% |
18/11/2024 | 16,82% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 923 059 | 471 935 | 50 319 CHF | 30 447 CHF | 99,33% | 99,33% |
15/11/2024 | 15,27% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 844 004 | 423 701 | 51 107 CHF | 29 899 CHF | 98,92% | 98,92% |
14/11/2024 | 16,72% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 921 644 | 473 209 | 50 503 CHF | 30 665 CHF | 98,76% | 98,76% |
13/11/2024 | 16,59% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 816 031 | 415 150 | 45 172 CHF | 27 133 CHF | 99,08% | 99,08% |
12/11/2024 | 16,42% | 0,06 CHF | 0,07 CHF | 463 000 | 238 000 | 456 031 | 233 083 | 25 501 CHF | 15 361 CHF | 99,09% | 99,09% |
11/11/2024 | 16,66% | 0,06 CHF | 0,07 CHF | 500 000 | 250 000 | 462 311 | 236 013 | 25 441 CHF | 15 348 CHF | 99,30% | 99,30% |
08/11/2024 | 13,73% | 0,06 CHF | 0,07 CHF | 425 000 | 213 000 | 372 707 | 191 920 | 25 288 CHF | 14 950 CHF | 99,41% | 99,41% |
07/11/2024 | 13,21% | 0,08 CHF | 0,09 CHF | 338 000 | 175 000 | 358 181 | 185 513 | 25 325 CHF | 14 972 CHF | 99,21% | 99,21% |