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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 575 | 250 000 | 39 863 CHF | 12 500 CHF | 97,90% | 97,90% |
22/11/2024 | 22,40% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 762 CHF | 12 441 CHF | 99,35% | 99,35% |
20/11/2024 | 21,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 389 | 250 000 | 41 063 CHF | 12 837 CHF | 99,38% | 99,38% |
19/11/2024 | 20,85% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 711 | 253 724 | 42 888 CHF | 13 475 CHF | 98,88% | 98,88% |
18/11/2024 | 18,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 997 955 | 496 699 | 49 865 CHF | 29 796 CHF | 99,26% | 99,26% |
15/11/2024 | 18,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 158 | 394 986 | 47 654 CHF | 23 174 CHF | 99,38% | 99,38% |
14/11/2024 | 23,89% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 608 | 250 000 | 36 805 CHF | 11 750 CHF | 99,35% | 99,35% |
13/11/2024 | 22,67% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 925 | 250 000 | 38 992 CHF | 12 299 CHF | 99,36% | 99,36% |
12/11/2024 | 21,51% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 314 | 253 857 | 41 393 CHF | 13 094 CHF | 99,06% | 99,06% |
11/11/2024 | 19,43% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 323 440 | 46 576 CHF | 18 538 CHF | 99,29% | 99,29% |