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 | 38,28% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 504 CHF | 15 752 CHF | 98,92% | 98,92% |
19/11/2024 | 32,60% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 26 476 CHF | 18 238 CHF | 88,64% | 88,64% |
18/11/2024 | 21,17% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 354 | 42 670 CHF | 21 125 CHF | 97,15% | 97,15% |
15/11/2024 | 17,62% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 910 272 | 328 896 | 50 321 CHF | 20 782 CHF | 91,30% | 91,30% |
14/11/2024 | 11,94% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 59 219 CHF | 22 240 CHF | 99,04% | 99,04% |
13/11/2024 | 12,45% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 764 240 | 254 747 | 57 786 CHF | 21 810 CHF | 98,73% | 98,73% |
12/11/2024 | 9,10% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 629 884 | 209 961 | 66 081 CHF | 24 127 CHF | 99,33% | 99,33% |
11/11/2024 | 6,71% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 86 543 CHF | 30 848 CHF | 99,34% | 99,34% |
08/11/2024 | 7,02% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 82 534 CHF | 29 511 CHF | 98,14% | 98,14% |
07/11/2024 | 5,19% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 556 005 | 185 335 | 104 223 CHF | 36 594 CHF | 98,63% | 98,63% |