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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 10 000 CHF | 5 000 CHF | 99,02% | 99,02% |
20/11/2024 | 65,91% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 660 | 250 000 | 10 155 CHF | 5 057 CHF | 98,95% | 98,95% |
19/11/2024 | 65,03% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 999 567 | 250 000 | 10 488 CHF | 5 123 CHF | 98,65% | 98,65% |
18/11/2024 | 55,41% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 983 509 | 250 000 | 13 179 CHF | 5 844 CHF | 99,18% | 99,18% |
15/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 997 032 | 250 000 | 9 970 CHF | 5 000 CHF | 98,33% | 98,33% |
14/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 999 469 | 250 000 | 9 995 CHF | 5 000 CHF | 98,63% | 98,63% |
13/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 883 699 | 223 367 | 8 837 CHF | 4 467 CHF | 99,02% | 99,02% |
12/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 494 232 | 125 000 | 4 942 CHF | 2 500 CHF | 98,43% | 98,43% |
11/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 492 381 | 125 000 | 4 924 CHF | 2 500 CHF | 99,23% | 99,23% |
08/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 5 000 CHF | 2 500 CHF | 99,43% | 99,43% |