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 | 23,36% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 110 CHF | 12 027 CHF | 99,80% | 99,80% |
19/11/2024 | 22,15% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 854 | 250 000 | 40 001 CHF | 12 572 CHF | 99,71% | 99,71% |
18/11/2024 | 25,02% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 965 CHF | 11 241 CHF | 99,69% | 99,69% |
15/11/2024 | 27,49% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 517 CHF | 10 379 CHF | 99,81% | 99,81% |
14/11/2024 | 24,52% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 961 CHF | 11 490 CHF | 99,80% | 99,80% |
13/11/2024 | 24,02% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 758 CHF | 11 690 CHF | 99,79% | 99,79% |
12/11/2024 | 22,36% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 379 | 250 000 | 39 198 CHF | 12 446 CHF | 99,49% | 99,49% |
11/11/2024 | 24,65% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 700 CHF | 11 425 CHF | 99,72% | 99,72% |
08/11/2024 | 25,08% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 882 CHF | 11 220 CHF | 99,80% | 99,80% |
07/11/2024 | 27,87% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 660 | 250 000 | 30 878 CHF | 10 244 CHF | 95,68% | 95,68% |