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 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 000 CHF | 6 250 CHF | 99,45% | 99,45% |
19/11/2024 | 52,15% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 984 546 | 250 000 | 14 139 CHF | 6 089 CHF | 98,65% | 98,65% |
18/11/2024 | 61,89% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 667 | 250 000 | 11 339 CHF | 5 358 CHF | 99,26% | 99,26% |
15/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 997 530 | 250 000 | 14 963 CHF | 6 250 CHF | 98,35% | 98,35% |
14/11/2024 | 50,14% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 802 | 250 000 | 14 898 CHF | 6 239 CHF | 99,19% | 99,19% |
13/11/2024 | 49,79% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 888 880 | 222 220 | 13 436 CHF | 5 581 CHF | 99,35% | 99,35% |
12/11/2024 | 49,74% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 496 395 | 125 000 | 7 512 CHF | 3 141 CHF | 99,17% | 99,17% |
11/11/2024 | 48,06% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 494 421 | 125 000 | 7 896 CHF | 3 246 CHF | 99,01% | 99,01% |
08/11/2024 | 41,35% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 9 664 CHF | 3 666 CHF | 99,47% | 99,47% |
07/11/2024 | 41,51% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 496 052 | 125 000 | 9 543 CHF | 3 655 CHF | 99,32% | 99,32% |