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 | 20,27% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 999 412 | 286 904 | 44 474 CHF | 15 791 CHF | 100,00% | 100,00% |
19/11/2024 | 17,39% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 915 531 | 425 907 | 48 882 CHF | 27 623 CHF | 99,89% | 99,89% |
18/11/2024 | 21,43% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 832 CHF | 12 958 CHF | 99,90% | 99,90% |
15/11/2024 | 18,61% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 956 | 421 042 | 48 625 CHF | 25 056 CHF | 100,00% | 100,00% |
14/11/2024 | 16,33% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 906 164 | 457 118 | 50 979 CHF | 30 283 CHF | 100,00% | 100,00% |
13/11/2024 | 18,35% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 969 325 | 380 874 | 48 219 CHF | 23 231 CHF | 100,00% | 100,00% |
12/11/2024 | 21,79% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 152 | 250 000 | 40 699 CHF | 12 743 CHF | 99,66% | 99,66% |
11/11/2024 | 21,45% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 251 786 | 41 753 CHF | 13 037 CHF | 99,90% | 99,90% |
08/11/2024 | 19,95% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 272 144 | 45 159 CHF | 15 053 CHF | 100,00% | 100,00% |
07/11/2024 | 20,22% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 261 854 | 44 550 CHF | 14 323 CHF | 99,90% | 99,90% |