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 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 802 | 250 000 | 29 784 CHF | 10 000 CHF | 99,38% | 99,38% |
19/11/2024 | 28,55% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 981 466 | 250 000 | 29 468 CHF | 10 006 CHF | 99,09% | 99,09% |
18/11/2024 | 27,13% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 759 | 250 000 | 31 910 CHF | 10 506 CHF | 99,27% | 99,27% |
15/11/2024 | 24,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 530 | 250 000 | 35 044 CHF | 11 318 CHF | 99,39% | 99,39% |
14/11/2024 | 20,87% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 971 | 271 690 | 42 947 CHF | 14 597 CHF | 99,35% | 99,35% |
13/11/2024 | 18,54% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 310 | 451 045 | 48 739 CHF | 26 769 CHF | 99,37% | 99,37% |
12/11/2024 | 17,86% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 976 301 | 490 977 | 49 805 CHF | 29 962 CHF | 99,05% | 99,05% |
11/11/2024 | 16,46% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 907 492 | 464 166 | 50 621 CHF | 30 527 CHF | 99,21% | 99,21% |
08/11/2024 | 18,88% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 987 142 | 372 404 | 47 574 CHF | 22 112 CHF | 99,39% | 99,39% |
07/11/2024 | 25,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 495 | 250 000 | 34 495 CHF | 11 172 CHF | 99,27% | 99,27% |