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 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 99,59% | 99,59% |
19/11/2024 | 28,78% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 119 CHF | 20 060 CHF | 99,56% | 99,56% |
18/11/2024 | 27,83% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 277 CHF | 20 639 CHF | 99,53% | 99,53% |
15/11/2024 | 24,29% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 36 748 CHF | 23 374 CHF | 99,55% | 99,55% |
14/11/2024 | 19,80% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 447 082 | 46 004 CHF | 24 827 CHF | 98,23% | 98,23% |
13/11/2024 | 13,84% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 947 634 | 347 634 | 63 906 CHF | 26 816 CHF | 99,51% | 99,51% |
12/11/2024 | 17,64% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 999 691 | 402 712 | 52 228 CHF | 25 026 CHF | 99,58% | 99,58% |
11/11/2024 | 22,19% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 499 283 | 40 072 CHF | 24 993 CHF | 99,56% | 99,56% |
08/11/2024 | 21,48% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 498 671 | 41 833 CHF | 25 837 CHF | 98,41% | 98,41% |
07/11/2024 | 23,88% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 37 389 CHF | 23 694 CHF | 98,51% | 98,51% |