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 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 000 CHF | 11 250 CHF | 99,80% | 99,80% |
19/11/2024 | 25,32% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 814 | 250 000 | 34 297 CHF | 11 137 CHF | 99,72% | 99,72% |
18/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 000 CHF | 10 000 CHF | 99,70% | 99,70% |
15/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 000 CHF | 10 000 CHF | 99,80% | 99,80% |
14/11/2024 | 28,20% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 524 CHF | 10 131 CHF | 99,81% | 99,81% |
13/11/2024 | 27,28% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 809 CHF | 10 452 CHF | 99,80% | 99,80% |
12/11/2024 | 25,03% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 421 | 250 000 | 34 454 CHF | 11 241 CHF | 99,49% | 99,49% |
11/11/2024 | 27,10% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 059 CHF | 10 515 CHF | 99,71% | 99,71% |
08/11/2024 | 28,42% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 214 CHF | 10 053 CHF | 99,80% | 99,80% |
07/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 723 | 250 000 | 29 902 CHF | 10 000 CHF | 95,67% | 95,67% |