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 | 24,80% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 428 CHF | 11 357 CHF | 100,00% | 100,00% |
19/11/2024 | 21,24% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 257 916 | 42 373 CHF | 13 555 CHF | 99,92% | 99,92% |
18/11/2024 | 23,15% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 340 CHF | 12 085 CHF | 99,87% | 99,87% |
15/11/2024 | 22,03% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 602 CHF | 12 651 CHF | 100,00% | 100,00% |
14/11/2024 | 19,46% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 999 536 | 323 125 | 46 469 CHF | 18 469 CHF | 100,00% | 100,00% |
13/11/2024 | 17,54% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 963 679 | 470 863 | 50 189 CHF | 29 341 CHF | 100,00% | 100,00% |
12/11/2024 | 18,28% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 974 328 | 425 027 | 48 614 CHF | 25 770 CHF | 99,71% | 99,71% |
11/11/2024 | 19,76% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 573 | 295 902 | 45 663 CHF | 16 612 CHF | 99,90% | 99,90% |
08/11/2024 | 15,85% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 878 445 | 443 964 | 51 035 CHF | 30 221 CHF | 100,00% | 100,00% |
07/11/2024 | 16,91% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 932 374 | 467 676 | 50 511 CHF | 30 041 CHF | 99,91% | 99,91% |