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 | 25,42% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 420 CHF | 11 105 CHF | 99,80% | 99,80% |
19/11/2024 | 21,21% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 260 561 | 42 338 CHF | 13 707 CHF | 99,71% | 99,71% |
18/11/2024 | 27,18% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 942 CHF | 10 486 CHF | 99,71% | 99,71% |
15/11/2024 | 28,54% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 151 CHF | 10 038 CHF | 99,80% | 99,80% |
14/11/2024 | 27,44% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 578 CHF | 10 395 CHF | 99,80% | 99,80% |
13/11/2024 | 19,24% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 464 | 400 935 | 47 091 CHF | 23 347 CHF | 99,80% | 99,80% |
12/11/2024 | 16,55% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 914 496 | 465 114 | 50 717 CHF | 30 444 CHF | 99,49% | 99,49% |
11/11/2024 | 15,43% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 846 944 | 424 163 | 50 652 CHF | 29 608 CHF | 99,71% | 99,71% |
08/11/2024 | 10,73% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 574 259 | 347 093 | 50 676 CHF | 34 567 CHF | 99,80% | 99,80% |
07/11/2024 | 11,50% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 612 041 | 341 030 | 50 197 CHF | 31 748 CHF | 95,70% | 95,70% |