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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 22,14% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 189 CHF | 12 547 CHF | 99,36% | 99,36% |
20/11/2024 | 20,58% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 204 | 250 000 | 43 396 CHF | 13 426 CHF | 99,38% | 99,38% |
19/11/2024 | 20,31% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 981 149 | 250 000 | 43 456 CHF | 13 576 CHF | 99,26% | 99,26% |
18/11/2024 | 20,02% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 999 349 | 286 033 | 45 065 CHF | 15 888 CHF | 99,29% | 99,29% |
15/11/2024 | 19,07% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 054 | 375 125 | 47 251 CHF | 21 853 CHF | 99,37% | 99,37% |
14/11/2024 | 20,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 482 | 250 000 | 44 238 CHF | 13 622 CHF | 99,35% | 99,35% |
13/11/2024 | 19,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 770 | 379 384 | 47 339 CHF | 22 109 CHF | 99,36% | 99,36% |
12/11/2024 | 19,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 088 | 388 891 | 47 362 CHF | 22 640 CHF | 99,08% | 99,08% |
11/11/2024 | 16,87% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 932 334 | 477 444 | 50 623 CHF | 30 706 CHF | 99,27% | 99,27% |
08/11/2024 | 16,88% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 934 743 | 478 248 | 50 730 CHF | 30 744 CHF | 99,39% | 99,39% |