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 | 80,02% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 061 | 250 000 | 14 786 CHF | 8 749 CHF | 98,82% | 98,82% |
19/11/2024 | 98,73% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 820 | 250 000 | 10 248 CHF | 7 580 CHF | 99,15% | 99,15% |
18/11/2024 | 90,25% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 987 877 | 250 000 | 12 316 CHF | 8 109 CHF | 97,81% | 97,81% |
15/11/2024 | 65,68% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 775 CHF | 10 194 CHF | 99,26% | 99,26% |
14/11/2024 | 44,80% | 0,03 CHF | 0,05 CHF | 1 000 000 | 250 000 | 997 134 | 253 569 | 35 086 CHF | 13 989 CHF | 98,48% | 98,48% |
13/11/2024 | 35,48% | 0,05 CHF | 0,07 CHF | 1 000 000 | 500 000 | 877 600 | 286 994 | 40 892 CHF | 19 321 CHF | 98,60% | 98,60% |
12/11/2024 | 33,28% | 0,04 CHF | 0,06 CHF | 500 000 | 125 000 | 475 496 | 206 394 | 23 967 CHF | 14 808 CHF | 99,13% | 99,13% |
11/11/2024 | 32,37% | 0,07 CHF | 0,09 CHF | 425 000 | 213 000 | 465 718 | 197 752 | 24 211 CHF | 14 493 CHF | 98,99% | 98,99% |
08/11/2024 | 51,27% | 0,05 CHF | 0,07 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 14 873 CHF | 6 218 CHF | 99,26% | 99,26% |
07/11/2024 | 64,85% | 0,03 CHF | 0,05 CHF | 500 000 | 125 000 | 496 077 | 125 000 | 10 375 CHF | 5 120 CHF | 98,83% | 98,83% |