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 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 999 739 | 250 000 | 19 995 CHF | 7 500 CHF | 99,95% | 99,95% |
19/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 000 CHF | 7 500 CHF | 99,81% | 99,81% |
18/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 000 CHF | 7 500 CHF | 99,95% | 99,95% |
15/11/2024 | 36,17% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 879 314 | 250 000 | 19 897 CHF | 8 218 CHF | 100,00% | 100,00% |
14/11/2024 | 33,51% | 0,03 CHF | 0,04 CHF | 675 000 | 250 000 | 720 254 | 250 000 | 17 725 CHF | 8 779 CHF | 99,60% | 99,60% |
13/11/2024 | 25,68% | 0,03 CHF | 0,04 CHF | 450 000 | 250 000 | 388 019 | 250 000 | 13 159 CHF | 11 013 CHF | 99,95% | 99,95% |
12/11/2024 | 18,74% | 0,05 CHF | 0,06 CHF | 250 000 | 250 000 | 242 214 | 237 104 | 11 703 CHF | 13 846 CHF | 99,82% | 99,82% |
11/11/2024 | 13,41% | 0,07 CHF | 0,08 CHF | 175 000 | 175 000 | 162 764 | 162 770 | 11 326 CHF | 12 954 CHF | 99,81% | 99,81% |
08/11/2024 | 10,87% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 130 961 | 130 962 | 11 418 CHF | 12 728 CHF | 99,83% | 99,83% |
07/11/2024 | 5,95% | 0,13 CHF | 0,14 CHF | 100 000 | 100 000 | 83 549 | 83 550 | 13 835 CHF | 14 670 CHF | 99,89% | 99,89% |