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 | 18,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 959 CHF | 29 980 CHF | 99,49% | 99,49% |
19/11/2024 | 17,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 949 478 | 479 336 | 49 133 CHF | 29 622 CHF | 98,79% | 98,79% |
18/11/2024 | 21,38% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 986 423 | 250 000 | 41 298 CHF | 12 974 CHF | 99,27% | 99,27% |
15/11/2024 | 23,83% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 100 CHF | 11 775 CHF | 99,36% | 99,36% |
14/11/2024 | 24,72% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 261 | 250 000 | 35 242 CHF | 11 378 CHF | 99,26% | 99,26% |
13/11/2024 | 22,39% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 863 485 | 219 359 | 34 239 CHF | 10 891 CHF | 98,85% | 98,85% |
12/11/2024 | 25,48% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 496 384 | 125 000 | 17 102 CHF | 5 557 CHF | 99,01% | 99,01% |
11/11/2024 | 19,76% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 492 115 | 187 581 | 22 639 CHF | 10 739 CHF | 99,34% | 99,34% |
08/11/2024 | 17,43% | 0,05 CHF | 0,06 CHF | 463 000 | 238 000 | 480 705 | 243 742 | 25 200 CHF | 15 221 CHF | 99,45% | 99,45% |
07/11/2024 | 17,91% | 0,05 CHF | 0,06 CHF | 500 000 | 250 000 | 495 054 | 248 393 | 25 176 CHF | 15 119 CHF | 99,27% | 99,27% |