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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 000 CHF | 6 250 CHF | 100,00% | 100,00% |
20/11/2024 | 45,12% | 0,02 CHF | 0,03 CHF | 975 000 | 250 000 | 977 207 | 250 000 | 16 990 CHF | 6 859 CHF | 99,97% | 99,97% |
19/11/2024 | 42,20% | 0,02 CHF | 0,03 CHF | 775 000 | 250 000 | 746 790 | 250 000 | 13 838 CHF | 7 225 CHF | 99,81% | 99,81% |
18/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 528 | 250 000 | 14 888 CHF | 6 250 CHF | 99,90% | 99,90% |
15/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 000 CHF | 6 250 CHF | 100,00% | 100,00% |
14/11/2024 | 46,36% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 979 207 | 250 000 | 16 407 CHF | 6 706 CHF | 99,55% | 99,55% |
13/11/2024 | 41,09% | 0,02 CHF | 0,03 CHF | 450 000 | 250 000 | 612 107 | 250 000 | 11 698 CHF | 7 364 CHF | 99,95% | 99,95% |
12/11/2024 | 47,30% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 891 921 | 250 000 | 14 205 CHF | 6 588 CHF | 99,77% | 99,77% |
11/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 625 000 | 250 000 | 731 455 | 250 000 | 14 629 CHF | 7 500 CHF | 99,81% | 99,81% |
08/11/2024 | 35,68% | 0,02 CHF | 0,03 CHF | 475 000 | 250 000 | 473 836 | 250 000 | 10 799 CHF | 8 310 CHF | 99,82% | 99,82% |