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 | 28,74% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 962 | 250 000 | 29 706 CHF | 9 979 CHF | 99,37% | 99,37% |
19/11/2024 | 24,43% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 268 | 250 000 | 35 866 CHF | 11 512 CHF | 99,26% | 99,26% |
18/11/2024 | 22,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 253 939 | 39 727 CHF | 12 629 CHF | 99,28% | 99,28% |
15/11/2024 | 17,69% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 967 890 | 479 893 | 49 905 CHF | 29 587 CHF | 99,39% | 99,39% |
14/11/2024 | 22,25% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 905 | 268 320 | 40 272 CHF | 13 700 CHF | 99,38% | 99,38% |
13/11/2024 | 18,05% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 864 391 | 381 574 | 45 617 CHF | 25 250 CHF | 99,38% | 99,38% |
12/11/2024 | 10,21% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 540 348 | 394 563 | 50 246 CHF | 41 272 CHF | 99,09% | 99,09% |
11/11/2024 | 9,42% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 497 671 | 480 480 | 50 383 CHF | 53 587 CHF | 99,27% | 99,27% |
08/11/2024 | 9,07% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 478 693 | 478 694 | 50 383 CHF | 55 170 CHF | 99,38% | 99,38% |
07/11/2024 | 6,19% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 326 168 | 326 168 | 51 200 CHF | 54 461 CHF | 99,26% | 99,26% |