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 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 257 027 | 45 000 CHF | 14 137 CHF | 99,81% | 99,81% |
19/11/2024 | 19,22% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 355 672 | 47 137 CHF | 20 613 CHF | 99,72% | 99,72% |
18/11/2024 | 20,68% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 477 CHF | 13 369 CHF | 99,70% | 99,70% |
15/11/2024 | 21,58% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 435 CHF | 12 859 CHF | 99,80% | 99,80% |
14/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 256 663 | 45 000 CHF | 14 117 CHF | 99,80% | 99,80% |
13/11/2024 | 18,35% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 997 990 | 483 694 | 49 432 CHF | 28 862 CHF | 99,80% | 99,80% |
12/11/2024 | 16,98% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 936 753 | 478 917 | 50 504 CHF | 30 617 CHF | 99,50% | 99,50% |
11/11/2024 | 16,83% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 929 493 | 475 899 | 50 612 CHF | 30 676 CHF | 99,70% | 99,70% |
08/11/2024 | 15,17% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 833 874 | 419 625 | 50 798 CHF | 29 767 CHF | 99,80% | 99,80% |
07/11/2024 | 15,03% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 820 678 | 415 428 | 50 517 CHF | 29 737 CHF | 95,68% | 95,68% |