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 | 33,15% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 999 037 | 250 000 | 25 162 CHF | 8 797 CHF | 99,97% | 99,97% |
19/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 000 CHF | 8 750 CHF | 99,83% | 99,83% |
18/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 215 | 250 000 | 24 805 CHF | 8 750 CHF | 99,90% | 99,90% |
15/11/2024 | 30,17% | 0,03 CHF | 0,04 CHF | 925 000 | 250 000 | 967 304 | 250 000 | 27 347 CHF | 9 580 CHF | 100,00% | 100,00% |
14/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 900 000 | 250 000 | 838 520 | 250 000 | 25 156 CHF | 10 000 CHF | 99,54% | 99,54% |
13/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 925 000 | 250 000 | 813 186 | 250 000 | 24 396 CHF | 10 000 CHF | 99,96% | 99,96% |
12/11/2024 | 25,55% | 0,03 CHF | 0,04 CHF | 725 000 | 250 000 | 648 384 | 250 000 | 22 139 CHF | 11 057 CHF | 99,81% | 99,81% |
11/11/2024 | 23,83% | 0,04 CHF | 0,05 CHF | 575 000 | 250 000 | 543 666 | 250 000 | 20 101 CHF | 11 776 CHF | 99,81% | 99,81% |
08/11/2024 | 23,93% | 0,04 CHF | 0,05 CHF | 575 000 | 250 000 | 551 957 | 250 000 | 20 274 CHF | 11 741 CHF | 99,80% | 99,80% |
07/11/2024 | 20,45% | 0,04 CHF | 0,05 CHF | 450 000 | 250 000 | 430 121 | 250 000 | 18 886 CHF | 13 495 CHF | 99,88% | 99,88% |