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 | 66,35% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 985 770 | 250 000 | 9 883 CHF | 5 024 CHF | 99,00% | 99,00% |
19/11/2024 | 67,51% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 997 803 | 250 000 | 9 851 CHF | 4 968 CHF | 96,33% | 96,33% |
18/11/2024 | 71,76% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 987 746 | 250 000 | 9 139 CHF | 4 809 CHF | 96,88% | 96,88% |
15/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 045 | 250 000 | 9 950 CHF | 5 000 CHF | 98,31% | 98,31% |
14/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 999 875 | 250 000 | 14 998 CHF | 6 250 CHF | 98,40% | 98,40% |
13/11/2024 | 39,75% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 879 744 | 222 957 | 17 783 CHF | 6 736 CHF | 97,43% | 97,43% |
12/11/2024 | 41,68% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 494 274 | 125 000 | 9 470 CHF | 3 646 CHF | 98,85% | 98,85% |
11/11/2024 | 40,24% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 493 253 | 125 000 | 9 981 CHF | 3 779 CHF | 99,03% | 99,03% |
08/11/2024 | 48,93% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 7 766 CHF | 3 192 CHF | 99,28% | 99,28% |
07/11/2024 | 57,11% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 6 434 CHF | 2 858 CHF | 99,25% | 99,25% |