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 | 35,77% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 290 | 250 000 | 23 062 CHF | 8 294 CHF | 99,38% | 99,38% |
19/11/2024 | 28,01% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 676 | 250 000 | 30 895 CHF | 10 249 CHF | 99,23% | 99,23% |
18/11/2024 | 29,67% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 848 CHF | 9 712 CHF | 99,25% | 99,25% |
15/11/2024 | 28,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 881 | 250 000 | 30 293 CHF | 10 112 CHF | 99,38% | 99,38% |
14/11/2024 | 28,40% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 295 | 250 000 | 30 095 CHF | 10 059 CHF | 99,39% | 99,39% |
13/11/2024 | 26,68% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 661 | 250 000 | 32 510 CHF | 10 662 CHF | 99,37% | 99,37% |
12/11/2024 | 28,42% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 989 026 | 250 000 | 29 988 CHF | 10 079 CHF | 99,04% | 99,04% |
11/11/2024 | 28,85% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 713 CHF | 9 928 CHF | 99,23% | 99,23% |
08/11/2024 | 18,61% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 965 857 | 385 832 | 47 390 CHF | 23 323 CHF | 99,39% | 99,39% |
07/11/2024 | 16,17% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 875 762 | 434 082 | 49 799 CHF | 29 153 CHF | 99,26% | 99,26% |