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 | 21,86% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 810 CHF | 12 703 CHF | 99,40% | 99,40% |
19/11/2024 | 22,27% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 808 | 250 000 | 39 803 CHF | 12 483 CHF | 98,42% | 98,42% |
18/11/2024 | 18,43% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 977 996 | 448 654 | 48 213 CHF | 26 807 CHF | 99,09% | 99,09% |
15/11/2024 | 20,65% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 721 | 269 644 | 43 330 CHF | 14 582 CHF | 98,73% | 98,73% |
14/11/2024 | 20,02% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 256 410 | 44 958 CHF | 14 092 CHF | 99,11% | 99,11% |
13/11/2024 | 20,79% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 887 178 | 252 813 | 38 247 CHF | 13 609 CHF | 98,29% | 98,29% |
12/11/2024 | 20,13% | 0,05 CHF | 0,06 CHF | 500 000 | 125 000 | 496 068 | 132 932 | 22 213 CHF | 7 320 CHF | 98,70% | 98,70% |
11/11/2024 | 22,44% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 499 999 | 125 000 | 19 802 CHF | 6 200 CHF | 99,02% | 99,02% |
08/11/2024 | 24,89% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 17 602 CHF | 5 650 CHF | 99,50% | 99,50% |
07/11/2024 | 21,96% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 500 000 | 128 074 | 20 296 CHF | 6 493 CHF | 99,07% | 99,07% |