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 | 38,47% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 987 441 | 250 000 | 20 865 CHF | 7 793 CHF | 99,05% | 99,05% |
19/11/2024 | 37,40% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 976 108 | 250 000 | 21 467 CHF | 7 987 CHF | 98,93% | 98,93% |
18/11/2024 | 34,12% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 414 CHF | 8 603 CHF | 99,07% | 99,07% |
15/11/2024 | 39,50% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 990 532 | 250 000 | 20 186 CHF | 7 594 CHF | 98,66% | 98,66% |
14/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 981 209 | 250 000 | 19 624 CHF | 7 500 CHF | 99,45% | 99,45% |
13/11/2024 | 39,84% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 872 560 | 222 399 | 17 573 CHF | 6 703 CHF | 99,28% | 99,28% |
12/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 489 120 | 125 000 | 9 782 CHF | 3 750 CHF | 98,87% | 98,87% |
11/11/2024 | 37,58% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 10 921 CHF | 3 980 CHF | 99,08% | 99,08% |
08/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 12 500 CHF | 4 375 CHF | 99,23% | 99,23% |
07/11/2024 | 31,93% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 493 409 | 125 000 | 13 071 CHF | 4 559 CHF | 98,68% | 98,68% |