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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 20,71% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 254 849 | 43 411 CHF | 13 620 CHF | 99,38% | 99,38% |
20/11/2024 | 24,84% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 256 | 250 000 | 35 084 CHF | 11 321 CHF | 99,38% | 99,38% |
19/11/2024 | 24,91% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 532 | 250 000 | 35 037 CHF | 11 290 CHF | 99,27% | 99,27% |
18/11/2024 | 23,73% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 289 CHF | 11 822 CHF | 99,28% | 99,28% |
15/11/2024 | 21,25% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 792 | 250 000 | 41 971 CHF | 13 045 CHF | 99,39% | 99,39% |
14/11/2024 | 24,89% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 260 | 250 000 | 35 026 CHF | 11 298 CHF | 99,39% | 99,39% |
13/11/2024 | 24,78% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 739 | 250 000 | 35 256 CHF | 11 351 CHF | 99,35% | 99,35% |
12/11/2024 | 22,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 988 562 | 250 000 | 39 737 CHF | 12 552 CHF | 99,09% | 99,09% |
11/11/2024 | 21,36% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 940 CHF | 12 985 CHF | 99,23% | 99,23% |
08/11/2024 | 20,68% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 831 | 259 894 | 43 152 CHF | 13 926 CHF | 99,39% | 99,39% |