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 | 35,24% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 548 | 250 000 | 23 437 CHF | 8 393 CHF | 99,39% | 99,39% |
19/11/2024 | 29,18% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 524 CHF | 9 881 CHF | 99,27% | 99,27% |
18/11/2024 | 32,61% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 759 CHF | 8 940 CHF | 99,30% | 99,30% |
15/11/2024 | 28,92% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 255 | 250 000 | 29 554 CHF | 9 924 CHF | 99,38% | 99,38% |
14/11/2024 | 28,13% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 808 | 250 000 | 30 494 CHF | 10 155 CHF | 99,38% | 99,38% |
13/11/2024 | 27,78% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 956 | 250 000 | 30 989 CHF | 10 278 CHF | 99,38% | 99,38% |
12/11/2024 | 31,91% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 989 485 | 250 000 | 26 208 CHF | 9 122 CHF | 99,07% | 99,07% |
11/11/2024 | 31,71% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 708 CHF | 9 177 CHF | 99,29% | 99,29% |
08/11/2024 | 31,79% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 129 | 250 000 | 26 445 CHF | 9 161 CHF | 99,39% | 99,39% |
07/11/2024 | 33,12% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 317 | 251 223 | 25 220 CHF | 8 888 CHF | 99,25% | 99,25% |