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 | 31,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 419 | 250 000 | 27 351 CHF | 9 395 CHF | 99,10% | 99,10% |
19/11/2024 | 28,28% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 972 614 | 250 000 | 29 610 CHF | 10 108 CHF | 99,35% | 99,35% |
18/11/2024 | 27,56% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 420 CHF | 10 355 CHF | 99,09% | 99,09% |
15/11/2024 | 28,02% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 775 CHF | 10 194 CHF | 99,34% | 99,34% |
14/11/2024 | 32,80% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 839 | 250 000 | 25 482 CHF | 8 890 CHF | 98,65% | 98,65% |
13/11/2024 | 33,18% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 882 627 | 222 123 | 22 216 CHF | 7 814 CHF | 98,91% | 98,91% |
12/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 490 072 | 125 000 | 12 252 CHF | 4 375 CHF | 98,52% | 98,52% |
11/11/2024 | 33,05% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 493 441 | 125 000 | 12 486 CHF | 4 412 CHF | 99,10% | 99,10% |
08/11/2024 | 29,95% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 14 274 CHF | 4 819 CHF | 99,44% | 99,44% |
07/11/2024 | 28,12% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 493 759 | 125 000 | 15 128 CHF | 5 079 CHF | 99,02% | 99,02% |