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 | 24,59% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 989 374 | 266 478 | 36 013 CHF | 12 753 CHF | 99,49% | 99,49% |
19/11/2024 | 22,33% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 988 754 | 250 000 | 39 491 CHF | 12 486 CHF | 97,43% | 97,43% |
18/11/2024 | 25,93% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 984 416 | 250 000 | 33 154 CHF | 10 931 CHF | 99,17% | 99,17% |
15/11/2024 | 25,05% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 965 CHF | 11 241 CHF | 99,34% | 99,34% |
14/11/2024 | 25,34% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 447 | 250 000 | 34 314 CHF | 11 134 CHF | 98,79% | 98,79% |
13/11/2024 | 17,80% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 833 603 | 352 831 | 42 479 CHF | 22 107 CHF | 99,23% | 99,23% |
12/11/2024 | 6,50% | 0,14 CHF | 0,15 CHF | 188 000 | 188 000 | 176 066 | 176 067 | 26 213 CHF | 27 974 CHF | 99,06% | 99,06% |
11/11/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 150 000 | 150 000 | 160 969 | 160 970 | 25 829 CHF | 27 439 CHF | 99,36% | 99,36% |
08/11/2024 | 5,14% | 0,18 CHF | 0,19 CHF | 138 000 | 138 000 | 137 424 | 137 425 | 26 046 CHF | 27 421 CHF | 98,75% | 98,75% |
07/11/2024 | 4,66% | 0,20 CHF | 0,21 CHF | 125 000 | 125 000 | 124 078 | 124 078 | 26 024 CHF | 27 265 CHF | 99,37% | 99,37% |