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 | 91,98% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 986 545 | 250 000 | 6 135 CHF | 4 051 CHF | 98,77% | 98,77% |
19/11/2024 | 93,87% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 999 689 | 250 000 | 5 918 CHF | 3 980 CHF | 98,84% | 98,84% |
18/11/2024 | 92,80% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 981 522 | 250 000 | 5 929 CHF | 4 020 CHF | 98,88% | 98,88% |
15/11/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 999 889 | 250 000 | 4 999 CHF | 3 750 CHF | 98,67% | 98,67% |
14/11/2024 | 85,36% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 999 927 | 250 000 | 7 196 CHF | 4 299 CHF | 98,75% | 98,75% |
13/11/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 887 468 | 223 248 | 4 437 CHF | 3 349 CHF | 98,93% | 98,93% |
12/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 499 941 | 125 000 | 4 999 CHF | 2 500 CHF | 98,24% | 98,24% |
11/11/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 492 580 | 125 000 | 2 463 CHF | 1 875 CHF | 99,10% | 99,10% |
08/11/2024 | 72,85% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 498 501 | 125 000 | 4 521 CHF | 2 384 CHF | 98,76% | 98,76% |
07/11/2024 | 67,92% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 4 906 CHF | 2 477 CHF | 99,26% | 99,26% |