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 | 39,50% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 375 CHF | 7 594 CHF | 99,48% | 99,48% |
19/11/2024 | 38,87% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 599 | 250 000 | 20 694 CHF | 7 711 CHF | 99,08% | 99,08% |
18/11/2024 | 38,62% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 985 241 | 250 000 | 20 751 CHF | 7 761 CHF | 99,36% | 99,36% |
15/11/2024 | 37,09% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 22 186 CHF | 8 046 CHF | 99,36% | 99,36% |
14/11/2024 | 35,38% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 23 463 CHF | 8 366 CHF | 99,31% | 99,31% |
13/11/2024 | 31,01% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 893 216 | 223 304 | 24 437 CHF | 8 342 CHF | 99,25% | 99,25% |
12/11/2024 | 33,27% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 494 608 | 125 000 | 12 397 CHF | 4 383 CHF | 98,18% | 98,18% |
11/11/2024 | 38,93% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 492 291 | 125 000 | 10 248 CHF | 3 850 CHF | 99,31% | 99,31% |
08/11/2024 | 29,33% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 14 600 CHF | 4 900 CHF | 99,45% | 99,45% |
07/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 496 902 | 125 000 | 14 907 CHF | 5 000 CHF | 98,81% | 98,81% |