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 | 20,97% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 42 822 CHF | 13 205 CHF | 100,00% | 100,00% |
19/11/2024 | 23,03% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 544 CHF | 12 136 CHF | 99,89% | 99,89% |
18/11/2024 | 19,33% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 340 697 | 46 850 CHF | 19 629 CHF | 99,82% | 99,82% |
15/11/2024 | 18,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 998 452 | 491 616 | 49 880 CHF | 29 507 CHF | 100,00% | 100,00% |
14/11/2024 | 20,47% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 306 656 | 44 219 CHF | 16 953 CHF | 100,00% | 100,00% |
13/11/2024 | 24,97% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 067 CHF | 11 267 CHF | 100,00% | 100,00% |
12/11/2024 | 26,04% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 241 | 250 000 | 33 273 CHF | 10 886 CHF | 99,69% | 99,69% |
11/11/2024 | 19,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 276 067 | 45 250 CHF | 15 343 CHF | 99,91% | 99,91% |
08/11/2024 | 20,11% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 981 626 | 298 365 | 44 206 CHF | 16 871 CHF | 100,00% | 100,00% |
07/11/2024 | 13,36% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 728 581 | 376 393 | 50 845 CHF | 30 045 CHF | 99,82% | 99,82% |