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 | 7,67% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 413 045 | 413 045 | 51 833 CHF | 55 963 CHF | 99,38% | 99,38% |
19/11/2024 | 10,81% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 591 517 | 359 958 | 52 047 CHF | 36 243 CHF | 99,05% | 99,05% |
18/11/2024 | 17,57% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 956 151 | 452 278 | 49 755 CHF | 28 243 CHF | 99,26% | 99,26% |
15/11/2024 | 19,86% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 301 236 | 45 489 CHF | 16 906 CHF | 99,39% | 99,39% |
14/11/2024 | 21,95% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 891 | 250 000 | 40 322 CHF | 12 655 CHF | 99,34% | 99,34% |
13/11/2024 | 19,66% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 990 990 | 305 291 | 45 586 CHF | 17 335 CHF | 99,36% | 99,36% |
12/11/2024 | 17,50% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 959 614 | 486 538 | 50 084 CHF | 30 271 CHF | 99,05% | 99,05% |
11/11/2024 | 15,34% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 839 528 | 423 809 | 50 549 CHF | 29 757 CHF | 99,30% | 99,30% |
08/11/2024 | 13,07% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 704 557 | 364 421 | 50 408 CHF | 29 718 CHF | 99,38% | 99,38% |
07/11/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 579 938 | 336 086 | 51 159 CHF | 33 483 CHF | 99,27% | 99,27% |