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 | 27,57% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 403 CHF | 10 351 CHF | 99,38% | 99,38% |
19/11/2024 | 27,61% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 032 | 250 000 | 31 267 CHF | 10 361 CHF | 99,29% | 99,29% |
18/11/2024 | 31,95% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 013 | 250 000 | 26 350 CHF | 9 113 CHF | 99,25% | 99,25% |
15/11/2024 | 32,97% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 380 CHF | 8 845 CHF | 99,39% | 99,39% |
14/11/2024 | 28,52% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 511 | 250 000 | 29 844 CHF | 10 017 CHF | 99,37% | 99,37% |
13/11/2024 | 28,43% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 084 | 250 000 | 29 994 CHF | 10 050 CHF | 99,38% | 99,38% |
12/11/2024 | 32,73% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 633 | 250 000 | 25 477 CHF | 8 909 CHF | 99,09% | 99,09% |
11/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 310 | 250 000 | 24 883 CHF | 8 750 CHF | 99,27% | 99,27% |
08/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 000 CHF | 8 750 CHF | 99,39% | 99,39% |
07/11/2024 | 29,98% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 343 | 250 000 | 28 319 CHF | 9 630 CHF | 99,28% | 99,28% |