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 | 27,17% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 565 | 250 000 | 31 777 CHF | 10 492 CHF | 99,37% | 99,37% |
19/11/2024 | 29,58% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 728 | 250 000 | 28 863 CHF | 9 740 CHF | 99,29% | 99,29% |
18/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 000 CHF | 12 500 CHF | 99,29% | 99,29% |
15/11/2024 | 22,43% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 121 | 250 000 | 39 451 CHF | 12 412 CHF | 99,38% | 99,38% |
14/11/2024 | 39,93% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 811 | 250 000 | 19 971 CHF | 7 514 CHF | 99,36% | 99,36% |
13/11/2024 | 39,31% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 948 | 250 000 | 20 440 CHF | 7 630 CHF | 99,36% | 99,36% |
12/11/2024 | 34,88% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 989 078 | 250 000 | 23 567 CHF | 8 460 CHF | 99,09% | 99,09% |
11/11/2024 | 32,04% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 075 | 250 000 | 26 402 CHF | 9 152 CHF | 91,15% | 91,15% |
08/11/2024 | 42,61% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 064 | 250 000 | 18 557 CHF | 7 174 CHF | 99,38% | 99,38% |
07/11/2024 | 42,59% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 095 | 250 000 | 18 626 CHF | 7 176 CHF | 99,27% | 99,27% |