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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 26,90% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 341 CHF | 10 585 CHF | 99,18% | 99,18% |
20/11/2024 | 48,55% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 727 CHF | 6 432 CHF | 99,49% | 99,49% |
19/11/2024 | 51,66% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 982 482 | 250 000 | 14 294 CHF | 6 126 CHF | 99,34% | 99,34% |
18/11/2024 | 41,48% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 260 CHF | 7 315 CHF | 99,18% | 99,18% |
15/11/2024 | 37,37% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 950 | 250 000 | 21 899 CHF | 7 993 CHF | 99,34% | 99,34% |
14/11/2024 | 24,04% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 983 438 | 250 000 | 36 682 CHF | 11 834 CHF | 99,35% | 99,35% |
13/11/2024 | 22,80% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 873 911 | 222 381 | 34 309 CHF | 10 953 CHF | 99,46% | 99,46% |
12/11/2024 | 23,79% | 0,05 CHF | 0,06 CHF | 500 000 | 125 000 | 489 249 | 125 000 | 18 367 CHF | 5 944 CHF | 99,08% | 99,08% |
11/11/2024 | 46,45% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 8 726 CHF | 3 431 CHF | 99,32% | 99,32% |
08/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 5 000 CHF | 2 500 CHF | 99,35% | 99,35% |