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 | 130,09% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 486 CHF | 6 372 CHF | 99,14% | 99,14% |
19/11/2024 | 101,83% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 408 | 250 000 | 10 002 CHF | 7 517 CHF | 99,10% | 99,10% |
18/11/2024 | 104,82% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 986 253 | 250 000 | 9 139 CHF | 7 319 CHF | 98,98% | 98,98% |
15/11/2024 | 133,33% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 000 CHF | 6 250 CHF | 99,36% | 99,36% |
14/11/2024 | 133,33% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 954 | 250 000 | 4 975 CHF | 6 250 CHF | 98,72% | 98,72% |
13/11/2024 | 133,33% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 887 502 | 223 128 | 4 438 CHF | 5 578 CHF | 98,73% | 98,73% |
12/11/2024 | 133,33% | 0,01 CHF | 0,03 CHF | 500 000 | 125 000 | 497 165 | 125 000 | 2 486 CHF | 3 125 CHF | 98,80% | 98,80% |
11/11/2024 | 146,61% | 0,00 CHF | 0,03 CHF | 500 000 | 125 000 | 492 058 | 125 000 | 1 906 CHF | 3 094 CHF | 99,31% | 99,31% |
08/11/2024 | 144,83% | 0,00 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 2 000 CHF | 3 125 CHF | 99,42% | 99,42% |
07/11/2024 | 144,48% | 0,00 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 2 015 CHF | 3 125 CHF | 99,21% | 99,21% |