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 | 35,01% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 809 | 250 000 | 23 564 CHF | 8 436 CHF | 99,38% | 99,38% |
19/11/2024 | 34,21% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 274 | 250 000 | 24 224 CHF | 8 586 CHF | 99,25% | 99,25% |
18/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 881 | 250 000 | 19 938 CHF | 7 500 CHF | 99,29% | 99,29% |
15/11/2024 | 37,09% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 662 | 250 000 | 22 050 CHF | 8 045 CHF | 99,37% | 99,37% |
14/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 058 | 250 000 | 24 851 CHF | 8 750 CHF | 99,34% | 99,34% |
13/11/2024 | 32,98% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 186 | 250 000 | 25 222 CHF | 8 842 CHF | 99,39% | 99,39% |
12/11/2024 | 33,07% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 643 | 250 000 | 25 152 CHF | 8 822 CHF | 99,08% | 99,08% |
11/11/2024 | 38,11% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 331 | 250 000 | 21 346 CHF | 7 855 CHF | 99,22% | 99,22% |
08/11/2024 | 28,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 437 CHF | 10 109 CHF | 99,39% | 99,39% |
07/11/2024 | 27,16% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 270 | 254 233 | 31 952 CHF | 10 783 CHF | 99,23% | 99,23% |