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 | 68,60% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 9 710 CHF | 4 927 CHF | 99,97% | 99,97% |
19/11/2024 | 66,81% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 9 978 CHF | 4 994 CHF | 99,82% | 99,82% |
18/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 530 | 250 000 | 9 925 CHF | 5 000 CHF | 99,91% | 99,91% |
15/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 986 822 | 250 000 | 9 868 CHF | 5 000 CHF | 100,00% | 100,00% |
14/11/2024 | 57,56% | 0,01 CHF | 0,02 CHF | 850 000 | 250 000 | 762 820 | 250 000 | 9 583 CHF | 5 683 CHF | 99,61% | 99,61% |
13/11/2024 | 49,80% | 0,02 CHF | 0,03 CHF | 675 000 | 250 000 | 616 163 | 250 000 | 9 291 CHF | 6 275 CHF | 99,96% | 99,96% |
12/11/2024 | 43,57% | 0,02 CHF | 0,03 CHF | 575 000 | 250 000 | 456 880 | 250 000 | 8 212 CHF | 7 053 CHF | 99,79% | 99,79% |
11/11/2024 | 34,67% | 0,03 CHF | 0,04 CHF | 300 000 | 250 000 | 311 941 | 248 695 | 7 436 CHF | 8 521 CHF | 99,81% | 99,81% |
08/11/2024 | 31,29% | 0,03 CHF | 0,04 CHF | 300 000 | 250 000 | 273 295 | 243 901 | 7 354 CHF | 9 051 CHF | 99,80% | 99,80% |
07/11/2024 | 25,02% | 0,03 CHF | 0,04 CHF | 225 000 | 225 000 | 203 635 | 203 635 | 7 130 CHF | 9 166 CHF | 99,88% | 99,88% |