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 | 39,37% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 918 | 250 000 | 20 332 CHF | 7 618 CHF | 99,38% | 99,38% |
19/11/2024 | 34,53% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 339 | 250 000 | 23 985 CHF | 8 525 CHF | 99,25% | 99,25% |
18/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 000 CHF | 8 750 CHF | 99,29% | 99,29% |
15/11/2024 | 31,66% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 583 | 250 000 | 26 563 CHF | 9 189 CHF | 99,39% | 99,39% |
14/11/2024 | 34,84% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 087 | 249 996 | 23 721 CHF | 8 467 CHF | 99,35% | 99,35% |
13/11/2024 | 29,81% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 980 048 | 250 000 | 28 630 CHF | 9 814 CHF | 97,41% | 97,41% |
12/11/2024 | 22,32% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 662 | 250 000 | 39 614 CHF | 12 457 CHF | 99,08% | 99,08% |
11/11/2024 | 21,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 996 417 | 250 000 | 41 651 CHF | 12 949 CHF | 99,30% | 99,30% |
08/11/2024 | 20,08% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 998 501 | 293 144 | 44 898 CHF | 16 316 CHF | 99,38% | 99,38% |
07/11/2024 | 16,23% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 895 407 | 451 258 | 50 681 CHF | 30 075 CHF | 99,26% | 99,26% |