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 | 33,29% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 369 | 250 000 | 25 050 CHF | 8 791 CHF | 99,39% | 99,39% |
19/11/2024 | 38,57% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 072 CHF | 7 768 CHF | 99,27% | 99,27% |
18/11/2024 | 34,74% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 23 948 CHF | 8 487 CHF | 99,30% | 99,30% |
15/11/2024 | 27,31% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 180 | 250 000 | 31 666 CHF | 10 445 CHF | 99,38% | 99,38% |
14/11/2024 | 25,59% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 236 CHF | 11 059 CHF | 99,34% | 99,34% |
13/11/2024 | 24,40% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 240 CHF | 11 560 CHF | 99,37% | 99,37% |
12/11/2024 | 21,16% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 753 | 250 204 | 42 158 CHF | 13 119 CHF | 99,06% | 99,06% |
11/11/2024 | 14,78% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 807 418 | 413 093 | 50 588 CHF | 30 033 CHF | 99,29% | 99,29% |
08/11/2024 | 19,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 981 563 | 335 935 | 46 615 CHF | 19 696 CHF | 99,39% | 99,39% |
07/11/2024 | 17,21% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 907 057 | 390 793 | 48 598 CHF | 25 583 CHF | 99,30% | 99,30% |