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 | 23,63% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 480 CHF | 11 870 CHF | 99,38% | 99,38% |
19/11/2024 | 23,89% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 114 | 250 000 | 36 896 CHF | 11 776 CHF | 99,30% | 99,30% |
18/11/2024 | 27,44% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 878 | 250 000 | 31 460 CHF | 10 396 CHF | 99,30% | 99,30% |
15/11/2024 | 28,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 439 CHF | 10 110 CHF | 99,38% | 99,38% |
14/11/2024 | 24,05% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 714 CHF | 11 679 CHF | 99,39% | 99,39% |
13/11/2024 | 23,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 088 | 250 000 | 37 200 CHF | 11 869 CHF | 99,38% | 99,38% |
12/11/2024 | 25,79% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 601 | 250 000 | 33 680 CHF | 10 976 CHF | 99,08% | 99,08% |
11/11/2024 | 28,56% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 313 | 250 000 | 29 870 CHF | 10 003 CHF | 99,27% | 99,27% |
08/11/2024 | 28,43% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 195 CHF | 10 049 CHF | 99,39% | 99,39% |
07/11/2024 | 24,40% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 340 | 250 000 | 35 848 CHF | 11 520 CHF | 99,27% | 99,27% |