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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 20,98% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 472 614 | 43 066 CHF | 24 890 CHF | 99,19% | 99,19% |
22/11/2024 | 18,97% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 456 888 | 48 535 CHF | 26 524 CHF | 99,26% | 99,26% |
20/11/2024 | 21,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 42 003 CHF | 26 001 CHF | 99,36% | 99,36% |
19/11/2024 | 18,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 442 418 | 51 063 CHF | 26 805 CHF | 96,68% | 96,68% |
18/11/2024 | 22,26% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 963 CHF | 24 981 CHF | 96,50% | 96,50% |
15/11/2024 | 19,50% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 476 307 | 46 867 CHF | 26 973 CHF | 96,47% | 96,47% |
14/11/2024 | 15,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 999 903 | 399 903 | 60 126 CHF | 28 045 CHF | 99,37% | 99,37% |
13/11/2024 | 12,93% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 965 341 | 365 341 | 70 044 CHF | 30 031 CHF | 98,95% | 98,95% |
12/11/2024 | 17,58% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 999 651 | 419 294 | 52 693 CHF | 26 188 CHF | 99,37% | 99,37% |
11/11/2024 | 22,28% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 907 CHF | 24 954 CHF | 99,28% | 99,28% |