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 | 22,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 559 CHF | 12 640 CHF | 99,38% | 99,38% |
19/11/2024 | 24,80% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 372 | 250 000 | 35 127 CHF | 11 340 CHF | 99,27% | 99,27% |
18/11/2024 | 21,57% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 331 | 250 000 | 41 283 CHF | 12 867 CHF | 99,25% | 99,25% |
15/11/2024 | 19,87% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 284 110 | 45 401 CHF | 15 857 CHF | 99,38% | 99,38% |
14/11/2024 | 23,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 604 CHF | 12 151 CHF | 99,39% | 99,39% |
13/11/2024 | 18,55% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 985 840 | 400 160 | 48 385 CHF | 23 971 CHF | 99,37% | 99,37% |
12/11/2024 | 19,66% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 990 689 | 314 120 | 45 517 CHF | 17 680 CHF | 99,05% | 99,05% |
11/11/2024 | 17,91% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 955 063 | 420 730 | 48 758 CHF | 26 116 CHF | 99,23% | 99,23% |
08/11/2024 | 22,10% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 329 CHF | 12 582 CHF | 99,38% | 99,38% |
07/11/2024 | 24,81% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 718 | 250 000 | 35 085 CHF | 11 335 CHF | 99,26% | 99,26% |