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 | 58,66% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 987 421 | 250 000 | 12 277 CHF | 5 601 CHF | 99,16% | 99,16% |
19/11/2024 | 66,63% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 984 726 | 250 000 | 9 859 CHF | 5 003 CHF | 98,64% | 98,64% |
18/11/2024 | 65,23% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 464 | 250 000 | 10 365 CHF | 5 108 CHF | 99,31% | 99,31% |
15/11/2024 | 65,30% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 336 | 250 000 | 10 341 CHF | 5 103 CHF | 97,93% | 97,93% |
14/11/2024 | 50,86% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 277 | 250 000 | 14 696 CHF | 6 186 CHF | 98,55% | 98,55% |
13/11/2024 | 50,06% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 874 830 | 222 152 | 13 118 CHF | 5 549 CHF | 99,11% | 99,11% |
12/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 496 412 | 125 000 | 7 446 CHF | 3 125 CHF | 99,14% | 99,14% |
11/11/2024 | 62,98% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 493 488 | 125 000 | 5 477 CHF | 2 638 CHF | 99,32% | 99,32% |
08/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 7 500 CHF | 3 125 CHF | 99,48% | 99,48% |
07/11/2024 | 51,10% | 0,01 CHF | 0,02 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 7 335 CHF | 3 084 CHF | 99,34% | 99,34% |