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 | 63,79% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 572 | 265 369 | 22 232 CHF | 11 659 CHF | 96,79% | 96,79% |
19/11/2024 | 58,37% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 999 557 | 250 000 | 24 479 CHF | 11 125 CHF | 97,80% | 97,80% |
18/11/2024 | 78,45% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 983 127 | 250 000 | 15 263 CHF | 8 898 CHF | 99,35% | 99,35% |
15/11/2024 | 67,39% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 776 CHF | 9 944 CHF | 99,47% | 99,47% |
14/11/2024 | 67,16% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 532 | 250 000 | 19 730 CHF | 9 965 CHF | 98,78% | 98,78% |
13/11/2024 | 78,97% | 0,02 CHF | 0,04 CHF | 1 000 000 | 250 000 | 877 161 | 225 825 | 14 231 CHF | 8 175 CHF | 97,77% | 97,77% |
12/11/2024 | 28,34% | 0,05 CHF | 0,07 CHF | 500 000 | 250 000 | 417 348 | 212 381 | 25 275 CHF | 17 114 CHF | 98,42% | 98,42% |
11/11/2024 | 27,37% | 0,07 CHF | 0,09 CHF | 363 000 | 188 000 | 390 910 | 200 833 | 24 672 CHF | 16 697 CHF | 99,36% | 99,36% |
08/11/2024 | 23,55% | 0,07 CHF | 0,09 CHF | 338 000 | 175 000 | 335 693 | 173 924 | 25 165 CHF | 16 517 CHF | 99,25% | 99,25% |
07/11/2024 | 22,21% | 0,08 CHF | 0,10 CHF | 313 000 | 163 000 | 313 012 | 165 402 | 25 061 CHF | 16 555 CHF | 99,34% | 99,34% |