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 | 24,33% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 214 CHF | 11 554 CHF | 99,17% | 99,17% |
19/11/2024 | 22,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 976 603 | 250 000 | 39 563 CHF | 12 602 CHF | 99,15% | 99,15% |
18/11/2024 | 27,82% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 980 495 | 250 000 | 30 585 CHF | 10 308 CHF | 97,68% | 97,68% |
15/11/2024 | 33,43% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 928 CHF | 8 732 CHF | 99,30% | 99,30% |
14/11/2024 | 37,41% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 942 CHF | 7 985 CHF | 99,47% | 99,47% |
13/11/2024 | 28,41% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 862 805 | 219 351 | 26 190 CHF | 8 850 CHF | 98,83% | 98,83% |
12/11/2024 | 30,97% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 491 102 | 125 000 | 13 494 CHF | 4 685 CHF | 95,13% | 95,13% |
11/11/2024 | 17,45% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 440 433 | 186 982 | 23 479 CHF | 12 294 CHF | 99,31% | 99,31% |
08/11/2024 | 13,04% | 0,07 CHF | 0,08 CHF | 338 000 | 175 000 | 352 563 | 182 689 | 25 283 CHF | 14 928 CHF | 96,61% | 96,61% |
07/11/2024 | 13,31% | 0,07 CHF | 0,08 CHF | 363 000 | 188 000 | 362 602 | 187 627 | 25 441 CHF | 15 041 CHF | 99,23% | 99,23% |