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 | 23,51% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 807 CHF | 11 952 CHF | 100,00% | 100,00% |
19/11/2024 | 19,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 982 999 | 344 825 | 45 238 CHF | 19 723 CHF | 99,10% | 99,10% |
18/11/2024 | 27,72% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 191 CHF | 10 298 CHF | 99,94% | 99,94% |
15/11/2024 | 27,50% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 505 CHF | 10 376 CHF | 100,00% | 100,00% |
14/11/2024 | 22,50% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 998 140 | 255 580 | 39 604 CHF | 12 713 CHF | 100,00% | 100,00% |
13/11/2024 | 19,56% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 990 284 | 302 874 | 45 844 CHF | 17 375 CHF | 100,00% | 100,00% |
12/11/2024 | 22,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 923 CHF | 12 481 CHF | 99,98% | 99,98% |
11/11/2024 | 24,30% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 255 828 | 36 259 CHF | 11 856 CHF | 100,00% | 100,00% |
08/11/2024 | 19,43% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 226 | 355 965 | 46 265 CHF | 20 416 CHF | 98,94% | 98,94% |
07/11/2024 | 21,60% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 266 | 250 449 | 41 175 CHF | 12 873 CHF | 85,84% | 85,84% |