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 | 27,93% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 986 548 | 250 000 | 30 495 CHF | 10 225 CHF | 98,83% | 98,83% |
19/11/2024 | 29,24% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 999 685 | 250 000 | 29 335 CHF | 9 836 CHF | 99,24% | 99,24% |
18/11/2024 | 29,81% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 381 | 257 766 | 29 276 CHF | 10 395 CHF | 97,88% | 97,88% |
15/11/2024 | 35,36% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 23 649 CHF | 8 412 CHF | 99,34% | 99,34% |
14/11/2024 | 29,84% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 999 971 | 250 000 | 28 834 CHF | 9 709 CHF | 98,55% | 98,55% |
13/11/2024 | 35,28% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 892 587 | 223 158 | 20 809 CHF | 7 434 CHF | 98,61% | 98,61% |
12/11/2024 | 24,47% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 18 055 CHF | 5 764 CHF | 99,16% | 99,16% |
11/11/2024 | 39,58% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 491 908 | 125 000 | 9 996 CHF | 3 789 CHF | 99,22% | 99,22% |
08/11/2024 | 29,59% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 14 470 CHF | 4 867 CHF | 99,21% | 99,21% |
07/11/2024 | 29,15% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 499 990 | 125 000 | 14 753 CHF | 4 938 CHF | 99,08% | 99,08% |