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 | 21,40% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 991 761 | 292 864 | 41 796 CHF | 15 579 CHF | 99,38% | 99,38% |
19/11/2024 | 21,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 980 345 | 343 401 | 43 566 CHF | 19 449 CHF | 99,27% | 99,27% |
18/11/2024 | 40,28% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 536 | 250 000 | 19 789 CHF | 7 464 CHF | 99,31% | 99,31% |
15/11/2024 | 39,21% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 275 | 250 000 | 20 549 CHF | 7 671 CHF | 99,39% | 99,39% |
14/11/2024 | 33,95% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 988 904 | 253 089 | 24 449 CHF | 8 777 CHF | 99,38% | 99,38% |
13/11/2024 | 15,09% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 821 778 | 419 185 | 50 366 CHF | 29 891 CHF | 99,39% | 99,39% |
12/11/2024 | 19,25% | 0,07 CHF | 0,08 CHF | 925 000 | 475 000 | 982 894 | 315 828 | 46 495 CHF | 18 553 CHF | 99,06% | 99,06% |
11/11/2024 | 23,64% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 155 | 250 000 | 37 313 CHF | 11 862 CHF | 99,28% | 99,28% |
08/11/2024 | 20,21% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 278 876 | 44 688 CHF | 15 385 CHF | 99,38% | 99,38% |
07/11/2024 | 20,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 989 103 | 345 673 | 44 987 CHF | 19 672 CHF | 99,23% | 99,23% |