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 | 49,73% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 133 CHF | 6 283 CHF | 99,83% | 99,83% |
19/11/2024 | 53,12% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 14 065 CHF | 6 016 CHF | 99,83% | 99,83% |
18/11/2024 | 54,42% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 13 922 CHF | 5 981 CHF | 100,00% | 100,00% |
15/11/2024 | 26,27% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 667 | 251 973 | 34 148 CHF | 11 158 CHF | 100,00% | 100,00% |
14/11/2024 | 13,74% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 744 857 | 383 858 | 50 483 CHF | 29 864 CHF | 100,00% | 100,00% |
13/11/2024 | 14,81% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 812 107 | 413 670 | 50 785 CHF | 30 020 CHF | 99,95% | 99,95% |
12/11/2024 | 12,63% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 681 400 | 367 420 | 50 549 CHF | 31 359 CHF | 100,00% | 100,00% |
11/11/2024 | 13,80% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 754 827 | 388 905 | 50 922 CHF | 30 135 CHF | 99,75% | 99,75% |
08/11/2024 | 17,25% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 946 056 | 455 994 | 50 207 CHF | 28 919 CHF | 100,00% | 100,00% |
07/11/2024 | 18,42% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 949 361 | 373 458 | 47 405 CHF | 23 162 CHF | 99,67% | 99,67% |