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 | 34,06% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 974 776 | 250 000 | 23 810 CHF | 8 616 CHF | 99,82% | 99,82% |
19/11/2024 | 26,46% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 234 CHF | 10 809 CHF | 99,85% | 99,85% |
18/11/2024 | 30,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 772 CHF | 9 693 CHF | 100,00% | 100,00% |
15/11/2024 | 30,21% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 408 CHF | 9 602 CHF | 100,00% | 100,00% |
14/11/2024 | 24,63% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 896 CHF | 11 474 CHF | 100,00% | 100,00% |
13/11/2024 | 32,36% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 999 150 | 250 170 | 27 827 CHF | 9 474 CHF | 99,97% | 99,97% |
12/11/2024 | 6,86% | 0,08 CHF | 0,09 CHF | 375 000 | 375 000 | 358 684 | 358 681 | 51 237 CHF | 54 823 CHF | 100,00% | 100,00% |
11/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 292 597 | 292 599 | 53 430 CHF | 56 356 CHF | 99,78% | 99,78% |
08/11/2024 | 6,49% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 351 901 | 351 902 | 52 473 CHF | 55 992 CHF | 100,00% | 100,00% |
07/11/2024 | 5,94% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 316 874 | 316 873 | 51 722 CHF | 54 890 CHF | 99,68% | 99,68% |