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 | 19,90% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 276 883 | 45 307 CHF | 15 422 CHF | 100,00% | 100,00% |
19/11/2024 | 17,81% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 974 195 | 468 210 | 49 947 CHF | 28 831 CHF | 99,89% | 99,89% |
18/11/2024 | 19,51% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 322 861 | 46 365 CHF | 18 422 CHF | 99,91% | 99,91% |
15/11/2024 | 22,69% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 354 CHF | 12 339 CHF | 100,00% | 100,00% |
14/11/2024 | 19,59% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 535 | 365 810 | 46 230 CHF | 21 161 CHF | 100,00% | 100,00% |
13/11/2024 | 17,10% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 943 040 | 475 814 | 50 451 CHF | 30 221 CHF | 100,00% | 100,00% |
12/11/2024 | 18,63% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 991 379 | 417 748 | 48 447 CHF | 24 849 CHF | 99,70% | 99,70% |
11/11/2024 | 23,34% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 996 CHF | 11 999 CHF | 99,88% | 99,88% |
08/11/2024 | 21,56% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 495 CHF | 12 874 CHF | 100,00% | 100,00% |
07/11/2024 | 20,14% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 262 712 | 44 720 CHF | 14 399 CHF | 99,90% | 99,90% |