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 | 65,33% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 10 401 CHF | 5 100 CHF | 99,48% | 99,48% |
19/11/2024 | 62,34% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 556 | 250 000 | 11 205 CHF | 5 325 CHF | 99,09% | 99,09% |
18/11/2024 | 64,18% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 984 531 | 250 000 | 10 592 CHF | 5 187 CHF | 99,33% | 99,33% |
15/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 123 | 250 000 | 9 951 CHF | 5 000 CHF | 98,92% | 98,92% |
14/11/2024 | 64,57% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 820 | 250 000 | 10 578 CHF | 5 157 CHF | 98,60% | 98,60% |
13/11/2024 | 71,12% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 893 106 | 223 276 | 8 264 CHF | 4 299 CHF | 99,08% | 99,08% |
12/11/2024 | 65,09% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 5 237 CHF | 2 559 CHF | 99,16% | 99,16% |
11/11/2024 | 65,89% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 492 424 | 125 000 | 5 026 CHF | 2 529 CHF | 99,33% | 99,33% |
08/11/2024 | 50,84% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 7 374 CHF | 3 094 CHF | 99,48% | 99,48% |
07/11/2024 | 54,98% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 499 956 | 125 000 | 6 753 CHF | 2 938 CHF | 98,69% | 98,69% |