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 | 38,37% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 226 CHF | 7 806 CHF | 99,46% | 99,46% |
19/11/2024 | 33,09% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 253 CHF | 8 813 CHF | 99,22% | 99,22% |
18/11/2024 | 39,47% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 988 065 | 250 000 | 20 216 CHF | 7 614 CHF | 98,41% | 98,41% |
15/11/2024 | 33,99% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 510 CHF | 8 628 CHF | 99,39% | 99,39% |
14/11/2024 | 32,10% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 991 155 | 250 000 | 26 038 CHF | 9 076 CHF | 98,79% | 98,79% |
13/11/2024 | 26,79% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 886 827 | 222 902 | 29 154 CHF | 9 553 CHF | 98,44% | 98,44% |
12/11/2024 | 30,26% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 497 128 | 125 000 | 14 073 CHF | 4 790 CHF | 98,45% | 98,45% |
11/11/2024 | 24,20% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 500 000 | 127 857 | 18 277 CHF | 5 962 CHF | 99,28% | 99,28% |
08/11/2024 | 15,68% | 0,05 CHF | 0,06 CHF | 500 000 | 250 000 | 432 810 | 215 537 | 25 488 CHF | 14 905 CHF | 99,50% | 99,50% |
07/11/2024 | 21,63% | 0,06 CHF | 0,07 CHF | 500 000 | 250 000 | 498 071 | 143 569 | 20 759 CHF | 7 612 CHF | 99,25% | 99,25% |