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 | 27,95% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 870 CHF | 10 218 CHF | 99,48% | 99,48% |
19/11/2024 | 28,05% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 991 000 | 250 000 | 30 453 CHF | 10 181 CHF | 98,38% | 98,38% |
18/11/2024 | 25,18% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 750 CHF | 11 188 CHF | 99,31% | 99,31% |
15/11/2024 | 22,51% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 489 CHF | 12 372 CHF | 99,33% | 99,33% |
14/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 000 CHF | 11 250 CHF | 99,18% | 99,18% |
13/11/2024 | 25,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 885 329 | 222 907 | 30 667 CHF | 9 952 CHF | 98,67% | 98,67% |
12/11/2024 | 24,92% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 496 647 | 125 000 | 17 456 CHF | 5 643 CHF | 98,64% | 98,64% |
11/11/2024 | 25,12% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 499 997 | 125 000 | 17 417 CHF | 5 604 CHF | 98,24% | 98,24% |
08/11/2024 | 21,64% | 0,04 CHF | 0,05 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 20 745 CHF | 6 436 CHF | 99,39% | 99,39% |
07/11/2024 | 20,18% | 0,05 CHF | 0,06 CHF | 500 000 | 125 000 | 500 000 | 128 150 | 22 306 CHF | 7 000 CHF | 99,06% | 99,06% |