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 | 90,76% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 989 254 | 262 968 | 14 101 CHF | 9 626 CHF | 96,61% | 96,61% |
19/11/2024 | 55,03% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 999 998 | 250 000 | 27 384 CHF | 11 846 CHF | 98,59% | 98,59% |
18/11/2024 | 80,24% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 983 180 | 250 000 | 14 778 CHF | 8 762 CHF | 99,34% | 99,34% |
15/11/2024 | 68,94% | 0,01 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 367 CHF | 9 842 CHF | 99,43% | 99,43% |
14/11/2024 | 68,17% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 503 | 250 000 | 19 421 CHF | 9 888 CHF | 98,73% | 98,73% |
13/11/2024 | 124,45% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 893 038 | 223 260 | 7 680 CHF | 6 487 CHF | 99,34% | 99,34% |
12/11/2024 | 52,59% | 0,02 CHF | 0,04 CHF | 500 000 | 125 000 | 497 091 | 125 000 | 14 148 CHF | 6 059 CHF | 98,85% | 98,85% |
11/11/2024 | 49,19% | 0,03 CHF | 0,05 CHF | 500 000 | 125 000 | 487 498 | 125 000 | 15 022 CHF | 6 346 CHF | 99,38% | 99,38% |
08/11/2024 | 49,25% | 0,03 CHF | 0,05 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 15 337 CHF | 6 334 CHF | 99,26% | 99,26% |
07/11/2024 | 47,09% | 0,03 CHF | 0,05 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 16 310 CHF | 6 578 CHF | 99,31% | 99,31% |