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 | 29,19% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 437 | 29 923 CHF | 19 933 CHF | 93,22% | 93,22% |
19/11/2024 | 25,69% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 491 826 | 34 538 CHF | 21 859 CHF | 96,14% | 96,14% |
18/11/2024 | 29,95% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 28 796 CHF | 19 398 CHF | 97,77% | 97,77% |
15/11/2024 | 28,61% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 395 CHF | 20 197 CHF | 94,51% | 94,51% |
14/11/2024 | 23,61% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 487 135 | 38 280 CHF | 23 371 CHF | 96,00% | 96,00% |
13/11/2024 | 17,68% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 51 807 CHF | 24 723 CHF | 97,73% | 97,73% |
12/11/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 996 113 | 396 113 | 58 717 CHF | 27 286 CHF | 96,72% | 96,72% |
11/11/2024 | 18,62% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 452 357 | 48 840 CHF | 26 517 CHF | 93,64% | 93,64% |
08/11/2024 | 14,49% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 999 885 | 399 885 | 64 204 CHF | 29 675 CHF | 95,84% | 95,84% |
07/11/2024 | 14,45% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 996 599 | 396 599 | 64 443 CHF | 29 593 CHF | 96,20% | 96,20% |