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 | 48,92% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 539 CHF | 6 385 CHF | 99,38% | 99,38% |
19/11/2024 | 43,36% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 134 | 250 000 | 18 202 CHF | 7 080 CHF | 99,28% | 99,28% |
18/11/2024 | 34,93% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 002 | 250 000 | 23 706 CHF | 8 451 CHF | 99,27% | 99,27% |
15/11/2024 | 30,72% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 27 780 CHF | 9 445 CHF | 99,39% | 99,39% |
14/11/2024 | 36,20% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 665 | 250 000 | 22 667 CHF | 8 213 CHF | 99,35% | 99,35% |
13/11/2024 | 32,85% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 171 | 250 000 | 25 494 CHF | 8 916 CHF | 99,36% | 99,36% |
12/11/2024 | 27,87% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 568 | 250 000 | 30 851 CHF | 10 261 CHF | 99,09% | 99,09% |
11/11/2024 | 22,28% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 357 | 250 000 | 39 705 CHF | 12 473 CHF | 99,23% | 99,23% |
08/11/2024 | 22,02% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 449 CHF | 12 612 CHF | 99,39% | 99,39% |
07/11/2024 | 22,61% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 303 | 250 000 | 39 034 CHF | 12 326 CHF | 99,28% | 99,28% |