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 | 20,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 839 | 250 000 | 44 223 CHF | 13 636 CHF | 99,37% | 99,37% |
19/11/2024 | 20,07% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 981 577 | 252 452 | 44 021 CHF | 13 851 CHF | 99,07% | 99,07% |
18/11/2024 | 18,64% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 585 | 424 772 | 48 491 CHF | 25 191 CHF | 99,27% | 99,27% |
15/11/2024 | 17,71% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 968 503 | 488 293 | 49 861 CHF | 30 028 CHF | 99,37% | 99,37% |
14/11/2024 | 13,97% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 758 756 | 389 797 | 50 455 CHF | 29 852 CHF | 99,34% | 99,34% |
13/11/2024 | 12,46% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 668 627 | 347 671 | 50 304 CHF | 29 634 CHF | 99,37% | 99,37% |
12/11/2024 | 11,74% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 616 457 | 320 369 | 49 311 CHF | 28 829 CHF | 99,07% | 99,07% |