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 | 11,31% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 605 249 | 307 891 | 50 486 CHF | 28 751 CHF | 99,39% | 99,39% |
19/11/2024 | 11,29% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 597 618 | 310 839 | 50 023 CHF | 29 109 CHF | 99,09% | 99,09% |
18/11/2024 | 12,37% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 661 473 | 343 298 | 50 191 CHF | 29 479 CHF | 99,27% | 99,27% |
15/11/2024 | 13,32% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 720 285 | 372 905 | 50 498 CHF | 29 882 CHF | 99,39% | 99,39% |
14/11/2024 | 17,79% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 925 832 | 340 717 | 47 790 CHF | 21 844 CHF | 99,34% | 99,34% |
13/11/2024 | 19,96% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 146 | 260 394 | 44 857 CHF | 14 378 CHF | 99,39% | 99,39% |
12/11/2024 | 22,09% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 612 | 250 000 | 40 295 CHF | 12 628 CHF | 99,06% | 99,06% |
11/11/2024 | 24,63% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 978 955 | 245 646 | 34 899 CHF | 11 213 CHF | 99,22% | 99,22% |