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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 24,84% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 565 | 250 000 | 35 215 CHF | 11 334 CHF | 97,94% | 97,94% |
22/11/2024 | 24,42% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 234 CHF | 11 559 CHF | 99,35% | 99,35% |
20/11/2024 | 19,85% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 990 342 | 292 035 | 45 089 CHF | 16 446 CHF | 99,37% | 99,37% |
19/11/2024 | 18,87% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 983 708 | 382 873 | 47 411 CHF | 22 680 CHF | 98,58% | 98,58% |
18/11/2024 | 13,82% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 749 752 | 387 077 | 50 572 CHF | 29 981 CHF | 99,27% | 99,27% |
15/11/2024 | 15,95% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 872 551 | 427 464 | 50 487 CHF | 29 203 CHF | 99,37% | 99,37% |
14/11/2024 | 26,64% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 287 | 250 000 | 32 517 CHF | 10 679 CHF | 99,39% | 99,39% |
13/11/2024 | 21,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 706 | 252 573 | 40 627 CHF | 12 858 CHF | 99,39% | 99,39% |
12/11/2024 | 19,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 991 737 | 367 921 | 46 235 CHF | 21 152 CHF | 99,08% | 99,08% |
11/11/2024 | 15,13% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 831 486 | 422 504 | 50 795 CHF | 30 046 CHF | 99,30% | 99,30% |