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 | 93,75% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 938 CHF | 3 984 CHF | 99,45% | 99,45% |
19/11/2024 | 99,81% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 985 616 | 250 000 | 4 957 CHF | 3 757 CHF | 99,26% | 99,26% |
18/11/2024 | 98,72% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 985 340 | 250 000 | 5 119 CHF | 3 798 CHF | 99,29% | 99,29% |
15/11/2024 | 99,68% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 048 CHF | 3 762 CHF | 99,37% | 99,37% |
14/11/2024 | 99,66% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 408 | 250 000 | 5 018 CHF | 3 763 CHF | 99,15% | 99,15% |
13/11/2024 | 97,84% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 881 194 | 223 305 | 4 731 CHF | 3 431 CHF | 98,94% | 98,94% |
12/11/2024 | 99,68% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 496 234 | 125 000 | 2 506 CHF | 1 881 CHF | 99,02% | 99,02% |
11/11/2024 | 98,40% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 492 832 | 125 000 | 2 582 CHF | 1 907 CHF | 99,15% | 99,15% |
08/11/2024 | 98,33% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 2 625 CHF | 1 906 CHF | 99,38% | 99,38% |
07/11/2024 | 66,28% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 497 424 | 125 000 | 5 032 CHF | 2 514 CHF | 98,78% | 98,78% |