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 | 52,05% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 515 | 250 000 | 14 304 CHF | 6 096 CHF | 99,38% | 99,38% |
19/11/2024 | 50,13% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 859 | 250 000 | 14 914 CHF | 6 240 CHF | 99,27% | 99,27% |
18/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 000 CHF | 6 250 CHF | 99,27% | 99,27% |
15/11/2024 | 48,64% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 109 | 250 000 | 15 609 CHF | 6 421 CHF | 99,38% | 99,38% |
14/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 690 | 250 000 | 14 935 CHF | 6 250 CHF | 99,37% | 99,37% |
13/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 748 | 250 000 | 14 936 CHF | 6 250 CHF | 99,39% | 99,39% |
12/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 989 100 | 250 000 | 14 837 CHF | 6 250 CHF | 99,08% | 99,08% |
11/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 149 | 250 000 | 14 912 CHF | 6 250 CHF | 91,14% | 91,14% |
08/11/2024 | 54,40% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 026 | 250 000 | 13 576 CHF | 5 920 CHF | 99,39% | 99,39% |
07/11/2024 | 53,49% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 051 | 250 000 | 13 894 CHF | 5 988 CHF | 99,27% | 99,27% |