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 | 39,28% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 149 | 250 000 | 20 441 CHF | 7 635 CHF | 99,38% | 99,38% |
19/11/2024 | 40,49% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 791 CHF | 7 448 CHF | 99,26% | 99,26% |
18/11/2024 | 32,21% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 180 CHF | 9 045 CHF | 99,30% | 99,30% |
15/11/2024 | 29,09% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 899 | 250 000 | 29 335 CHF | 9 865 CHF | 99,37% | 99,37% |
14/11/2024 | 33,92% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 527 | 250 000 | 24 476 CHF | 8 641 CHF | 99,37% | 99,37% |
13/11/2024 | 32,25% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 688 | 250 000 | 26 116 CHF | 9 050 CHF | 99,36% | 99,36% |
12/11/2024 | 26,72% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 990 870 | 250 777 | 32 365 CHF | 10 706 CHF | 99,04% | 99,04% |
11/11/2024 | 16,82% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 929 658 | 474 356 | 50 674 CHF | 30 602 CHF | 99,24% | 99,24% |
08/11/2024 | 21,03% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 984 313 | 289 664 | 42 264 CHF | 15 753 CHF | 99,39% | 99,39% |
07/11/2024 | 12,72% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 694 943 | 353 814 | 51 088 CHF | 29 544 CHF | 99,22% | 99,22% |