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 | 38,30% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 991 744 | 250 000 | 21 088 CHF | 7 818 CHF | 99,11% | 99,11% |
19/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 987 159 | 250 000 | 24 679 CHF | 8 750 CHF | 98,69% | 98,69% |
18/11/2024 | 33,29% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 043 CHF | 8 761 CHF | 99,38% | 99,38% |
15/11/2024 | 30,86% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 997 280 | 250 000 | 27 533 CHF | 9 400 CHF | 99,35% | 99,35% |
14/11/2024 | 33,28% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 993 | 250 000 | 24 726 CHF | 8 763 CHF | 98,71% | 98,71% |
13/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 867 548 | 219 464 | 21 689 CHF | 7 681 CHF | 98,39% | 98,39% |
12/11/2024 | 32,44% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 489 900 | 125 000 | 12 717 CHF | 4 492 CHF | 98,58% | 98,58% |
11/11/2024 | 28,58% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 14 998 CHF | 4 999 CHF | 99,21% | 99,21% |
08/11/2024 | 25,01% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 17 493 CHF | 5 623 CHF | 99,46% | 99,46% |
07/11/2024 | 22,19% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 491 753 | 125 000 | 19 706 CHF | 6 259 CHF | 99,31% | 99,31% |