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 | 49,45% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 797 | 250 000 | 15 169 CHF | 6 319 CHF | 99,38% | 99,38% |
19/11/2024 | 45,14% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 981 470 | 250 000 | 17 060 CHF | 6 858 CHF | 99,09% | 99,09% |
18/11/2024 | 39,57% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 973 | 250 000 | 20 265 CHF | 7 581 CHF | 99,27% | 99,27% |
15/11/2024 | 34,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 612 | 250 000 | 24 226 CHF | 8 596 CHF | 99,38% | 99,38% |
14/11/2024 | 24,46% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 959 | 250 000 | 36 803 CHF | 11 761 CHF | 99,35% | 99,35% |
13/11/2024 | 19,99% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 136 | 257 873 | 44 796 CHF | 14 231 CHF | 99,39% | 99,39% |
12/11/2024 | 17,49% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 950 771 | 459 518 | 49 625 CHF | 28 699 CHF | 99,08% | 99,08% |
11/11/2024 | 15,03% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 826 361 | 419 516 | 50 828 CHF | 30 011 CHF | 99,22% | 99,22% |
08/11/2024 | 18,70% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 973 824 | 366 137 | 47 646 CHF | 22 192 CHF | 99,39% | 99,39% |
07/11/2024 | 32,99% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 464 | 250 000 | 25 284 CHF | 8 856 CHF | 99,26% | 99,26% |