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 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 354 | 250 000 | 9 934 CHF | 5 000 CHF | 99,37% | 99,37% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 740 | 250 000 | 9 957 CHF | 5 000 CHF | 99,27% | 99,27% |
18/11/2024 | 57,70% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 12 689 CHF | 5 672 CHF | 99,29% | 99,29% |
15/11/2024 | 39,94% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 006 | 250 000 | 19 936 CHF | 7 514 CHF | 99,39% | 99,39% |
14/11/2024 | 27,87% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 540 | 253 949 | 31 490 CHF | 10 612 CHF | 99,35% | 99,35% |
13/11/2024 | 20,90% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 854 | 271 583 | 42 826 CHF | 14 500 CHF | 99,36% | 99,36% |
12/11/2024 | 19,13% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 977 715 | 357 468 | 46 578 CHF | 21 084 CHF | 99,09% | 99,09% |
11/11/2024 | 16,92% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 940 877 | 480 292 | 50 954 CHF | 30 816 CHF | 99,23% | 99,23% |
08/11/2024 | 17,58% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 962 615 | 471 847 | 49 985 CHF | 29 268 CHF | 99,39% | 99,39% |
07/11/2024 | 15,65% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 862 002 | 432 776 | 50 761 CHF | 29 828 CHF | 99,27% | 99,27% |