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 | 19,64% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 299 435 | 45 983 CHF | 16 925 CHF | 100,00% | 100,00% |
19/11/2024 | 20,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 255 153 | 44 177 CHF | 13 850 CHF | 99,19% | 99,19% |
18/11/2024 | 19,52% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 314 871 | 46 330 CHF | 17 917 CHF | 99,89% | 99,89% |
15/11/2024 | 19,11% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 359 112 | 47 453 CHF | 20 874 CHF | 100,00% | 100,00% |
14/11/2024 | 21,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 42 495 CHF | 13 124 CHF | 100,00% | 100,00% |
13/11/2024 | 23,49% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 712 CHF | 11 928 CHF | 100,00% | 100,00% |
12/11/2024 | 18,52% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 283 | 453 506 | 48 747 CHF | 26 974 CHF | 99,70% | 99,70% |
11/11/2024 | 17,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 990 615 | 495 645 | 50 303 CHF | 30 131 CHF | 99,89% | 99,89% |
08/11/2024 | 18,69% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 423 115 | 48 612 CHF | 24 993 CHF | 100,00% | 100,00% |
07/11/2024 | 17,90% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 983 925 | 494 631 | 50 082 CHF | 30 129 CHF | 99,91% | 99,91% |