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 | 25,58% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 189 CHF | 11 047 CHF | 99,39% | 99,39% |
19/11/2024 | 25,03% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 034 | 250 000 | 34 787 CHF | 11 249 CHF | 99,29% | 99,29% |
18/11/2024 | 22,40% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 895 | 250 000 | 39 518 CHF | 12 421 CHF | 99,28% | 99,28% |
15/11/2024 | 22,30% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 855 CHF | 12 464 CHF | 99,39% | 99,39% |
14/11/2024 | 23,64% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 478 | 250 000 | 37 142 CHF | 11 861 CHF | 99,38% | 99,38% |
13/11/2024 | 22,72% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 075 | 250 000 | 38 832 CHF | 12 277 CHF | 99,38% | 99,38% |
12/11/2024 | 21,55% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 526 | 250 000 | 41 255 CHF | 12 879 CHF | 99,08% | 99,08% |
11/11/2024 | 19,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 382 | 260 435 | 44 970 CHF | 14 400 CHF | 99,26% | 99,26% |
08/11/2024 | 19,70% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 294 046 | 45 827 CHF | 16 578 CHF | 99,39% | 99,39% |
07/11/2024 | 19,90% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 271 | 272 518 | 44 965 CHF | 15 114 CHF | 99,28% | 99,28% |