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 | 49,82% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 054 | 250 000 | 15 002 CHF | 6 273 CHF | 99,37% | 99,37% |
19/11/2024 | 46,65% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 141 | 250 000 | 16 619 CHF | 6 669 CHF | 98,59% | 98,59% |
18/11/2024 | 31,95% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 519 CHF | 9 130 CHF | 99,26% | 99,26% |
15/11/2024 | 25,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 630 | 250 000 | 34 256 CHF | 11 111 CHF | 99,38% | 99,38% |
14/11/2024 | 26,48% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 323 | 250 000 | 33 365 CHF | 10 882 CHF | 99,35% | 99,35% |
13/11/2024 | 30,73% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 391 | 250 000 | 27 923 CHF | 9 509 CHF | 99,37% | 99,37% |
12/11/2024 | 20,47% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 960 078 | 346 218 | 43 791 CHF | 20 050 CHF | 99,05% | 99,05% |
11/11/2024 | 24,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 129 | 294 313 | 36 944 CHF | 14 576 CHF | 99,29% | 99,29% |
08/11/2024 | 38,12% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 719 | 250 000 | 21 347 CHF | 7 873 CHF | 99,38% | 99,38% |
07/11/2024 | 31,16% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 796 | 250 000 | 27 152 CHF | 9 319 CHF | 99,19% | 99,19% |