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 | 20,74% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 847 | 260 534 | 43 190 CHF | 14 009 CHF | 99,37% | 99,37% |
19/11/2024 | 20,10% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 991 398 | 329 637 | 44 665 CHF | 18 533 CHF | 99,26% | 99,26% |
18/11/2024 | 15,69% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 861 929 | 437 720 | 50 632 CHF | 30 084 CHF | 99,30% | 99,30% |
15/11/2024 | 16,33% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 897 099 | 455 367 | 50 493 CHF | 30 181 CHF | 99,39% | 99,39% |
14/11/2024 | 15,73% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 864 956 | 436 280 | 50 657 CHF | 29 907 CHF | 99,34% | 99,34% |
13/11/2024 | 16,19% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 895 667 | 453 175 | 50 845 CHF | 30 254 CHF | 99,35% | 99,35% |
12/11/2024 | 15,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 863 345 | 436 378 | 49 614 CHF | 29 465 CHF | 99,08% | 99,08% |