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 | 85,40% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 518 864 | 518 864 | 4 256 CHF | 10 398 CHF | 99,90% | 99,90% |
19/11/2024 | 78,28% | 0,01 CHF | 0,02 CHF | 980 000 | 980 000 | 526 971 | 526 971 | 4 532 CHF | 10 550 CHF | 99,55% | 99,55% |
18/11/2024 | 88,68% | 0,01 CHF | 0,02 CHF | 980 000 | 980 000 | 518 502 | 518 502 | 4 922 CHF | 12 275 CHF | 97,74% | 97,74% |
15/11/2024 | 48,85% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 551 645 | 551 645 | 8 511 CHF | 14 040 CHF | 99,27% | 99,27% |
14/11/2024 | 60,94% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 527 178 | 527 178 | 6 146 CHF | 11 440 CHF | 98,88% | 98,88% |
13/11/2024 | 64,79% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 521 706 | 521 706 | 5 617 CHF | 10 857 CHF | 99,34% | 99,34% |
12/11/2024 | 91,22% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 409 743 | 409 743 | 5 812 CHF | 11 627 CHF | 78,38% | 96,71% |
11/11/2024 | 61,87% | 0,01 CHF | 0,02 CHF | 960 000 | 960 000 | 520 755 | 520 755 | 6 124 CHF | 11 338 CHF | 97,30% | 97,30% |
08/11/2024 | 36,80% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 549 055 | 549 055 | 12 245 CHF | 17 758 CHF | 100,00% | 100,00% |
07/11/2024 | 24,23% | 0,03 CHF | 0,04 CHF | 1 000 000 | 1 000 000 | 577 464 | 577 464 | 20 962 CHF | 26 761 CHF | 99,77% | 99,77% |