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 | 51,58% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 275 | 250 000 | 14 426 CHF | 6 132 CHF | 99,38% | 99,38% |
19/11/2024 | 49,45% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 763 | 250 000 | 15 211 CHF | 6 319 CHF | 99,27% | 99,27% |
18/11/2024 | 38,74% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 242 CHF | 7 810 CHF | 99,26% | 99,26% |
15/11/2024 | 26,10% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 030 | 250 000 | 33 289 CHF | 10 867 CHF | 99,38% | 99,38% |
14/11/2024 | 17,77% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 908 355 | 376 314 | 47 230 CHF | 24 207 CHF | 99,38% | 99,38% |
13/11/2024 | 13,26% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 716 423 | 371 484 | 50 473 CHF | 29 888 CHF | 99,36% | 99,36% |
12/11/2024 | 12,34% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 664 148 | 345 105 | 50 580 CHF | 29 755 CHF | 99,09% | 99,09% |
11/11/2024 | 10,95% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 592 087 | 300 416 | 51 145 CHF | 28 965 CHF | 99,27% | 99,27% |
08/11/2024 | 11,33% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 605 878 | 339 309 | 50 515 CHF | 32 042 CHF | 99,39% | 99,39% |
07/11/2024 | 10,30% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 554 728 | 363 401 | 51 049 CHF | 37 596 CHF | 99,24% | 99,24% |