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 | 39,45% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 559 | 250 000 | 20 306 CHF | 7 604 CHF | 99,39% | 99,39% |
19/11/2024 | 39,56% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 350 CHF | 7 587 CHF | 99,26% | 99,26% |
18/11/2024 | 30,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 307 CHF | 9 577 CHF | 99,30% | 99,30% |
15/11/2024 | 24,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 205 | 250 000 | 36 235 CHF | 11 601 CHF | 99,39% | 99,39% |
14/11/2024 | 21,82% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 824 | 250 000 | 41 221 CHF | 12 852 CHF | 99,38% | 99,38% |
13/11/2024 | 22,58% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 000 | 250 000 | 39 379 CHF | 12 385 CHF | 99,38% | 99,38% |
12/11/2024 | 19,15% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 978 950 | 376 571 | 46 605 CHF | 22 147 CHF | 99,06% | 99,06% |
11/11/2024 | 17,88% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 977 962 | 482 045 | 49 886 CHF | 29 471 CHF | 99,28% | 99,28% |
08/11/2024 | 14,08% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 764 679 | 392 554 | 50 471 CHF | 29 869 CHF | 99,38% | 99,38% |
07/11/2024 | 6,03% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 325 894 | 325 894 | 52 429 CHF | 55 688 CHF | 99,27% | 99,27% |