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 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 000 CHF | 8 750 CHF | 99,39% | 99,39% |
19/11/2024 | 32,95% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 774 | 250 000 | 25 248 CHF | 8 851 CHF | 99,26% | 99,26% |
18/11/2024 | 28,49% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 503 | 250 000 | 29 976 CHF | 10 028 CHF | 99,29% | 99,29% |
15/11/2024 | 25,88% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 769 CHF | 10 942 CHF | 99,38% | 99,38% |
14/11/2024 | 27,81% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 065 CHF | 10 266 CHF | 99,39% | 99,39% |
13/11/2024 | 26,01% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 795 | 250 000 | 33 337 CHF | 10 897 CHF | 99,36% | 99,36% |
12/11/2024 | 22,84% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 097 | 256 893 | 38 606 CHF | 12 565 CHF | 99,08% | 99,08% |
11/11/2024 | 19,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 059 | 353 695 | 46 889 CHF | 20 463 CHF | 99,29% | 99,29% |
08/11/2024 | 19,04% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 985 382 | 343 602 | 46 980 CHF | 20 188 CHF | 99,39% | 99,39% |
07/11/2024 | 16,33% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 899 731 | 450 384 | 50 615 CHF | 29 864 CHF | 99,26% | 99,26% |