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 | 33,44% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 541 | 250 000 | 24 732 CHF | 8 755 CHF | 98,76% | 98,76% |
19/11/2024 | 34,25% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 997 911 | 250 000 | 24 262 CHF | 8 579 CHF | 96,66% | 96,66% |
18/11/2024 | 35,06% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 976 772 | 250 000 | 23 971 CHF | 8 641 CHF | 99,32% | 99,32% |
15/11/2024 | 42,02% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 999 878 | 250 000 | 18 986 CHF | 7 247 CHF | 98,25% | 98,25% |
14/11/2024 | 35,75% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 816 | 250 000 | 23 257 CHF | 8 340 CHF | 95,71% | 95,71% |
13/11/2024 | 39,86% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 885 735 | 222 854 | 17 766 CHF | 6 698 CHF | 97,52% | 97,52% |
12/11/2024 | 28,50% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 15 155 CHF | 5 039 CHF | 99,41% | 99,41% |
11/11/2024 | 40,95% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 491 598 | 125 000 | 9 595 CHF | 3 691 CHF | 99,36% | 99,36% |
08/11/2024 | 30,98% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 498 608 | 125 000 | 13 741 CHF | 4 694 CHF | 97,79% | 97,79% |
07/11/2024 | 27,91% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 499 992 | 125 000 | 15 489 CHF | 5 122 CHF | 95,51% | 95,51% |