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 | 31,20% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 222 | 250 000 | 27 069 CHF | 9 310 CHF | 99,39% | 99,39% |
19/11/2024 | 29,41% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 735 | 250 000 | 28 995 CHF | 9 781 CHF | 99,27% | 99,27% |
18/11/2024 | 26,95% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 273 CHF | 10 568 CHF | 99,28% | 99,28% |
15/11/2024 | 21,83% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 028 | 254 070 | 40 644 CHF | 12 924 CHF | 99,38% | 99,38% |
14/11/2024 | 17,50% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 935 035 | 422 463 | 48 919 CHF | 26 714 CHF | 99,35% | 99,35% |
13/11/2024 | 14,84% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 811 992 | 412 505 | 50 674 CHF | 29 881 CHF | 99,35% | 99,35% |
12/11/2024 | 14,12% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 765 183 | 393 689 | 50 397 CHF | 29 875 CHF | 99,07% | 99,07% |
11/11/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 724 624 | 375 283 | 50 710 CHF | 30 016 CHF | 99,27% | 99,27% |
08/11/2024 | 13,89% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 752 706 | 388 853 | 50 442 CHF | 29 949 CHF | 99,39% | 99,39% |
07/11/2024 | 13,23% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 715 186 | 370 667 | 50 493 CHF | 29 878 CHF | 99,24% | 99,24% |