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 | 28,75% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 815 CHF | 9 954 CHF | 99,33% | 99,33% |
19/11/2024 | 32,76% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 987 253 | 250 000 | 25 281 CHF | 8 900 CHF | 98,70% | 98,70% |
18/11/2024 | 37,70% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 726 CHF | 7 932 CHF | 99,25% | 99,25% |
15/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 997 623 | 250 000 | 24 947 CHF | 8 752 CHF | 99,35% | 99,35% |
14/11/2024 | 25,28% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 002 | 250 000 | 34 045 CHF | 11 151 CHF | 99,27% | 99,27% |
13/11/2024 | 30,56% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 864 034 | 219 695 | 24 638 CHF | 8 455 CHF | 99,14% | 99,14% |
12/11/2024 | 33,38% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 488 012 | 125 000 | 12 181 CHF | 4 370 CHF | 99,09% | 99,09% |
11/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 10 000 CHF | 3 750 CHF | 99,12% | 99,12% |
08/11/2024 | 46,48% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 8 379 CHF | 3 345 CHF | 99,29% | 99,29% |
07/11/2024 | 48,25% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 491 842 | 125 000 | 7 796 CHF | 3 235 CHF | 99,29% | 99,29% |