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 | 35,16% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 712 | 250 000 | 23 496 CHF | 8 407 CHF | 99,36% | 99,36% |
19/11/2024 | 31,03% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 27 421 CHF | 9 355 CHF | 99,28% | 99,28% |
18/11/2024 | 34,51% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 131 CHF | 8 533 CHF | 99,22% | 99,22% |
15/11/2024 | 29,88% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 200 | 249 992 | 28 481 CHF | 9 656 CHF | 99,38% | 99,38% |
14/11/2024 | 24,63% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 954 | 250 000 | 35 683 CHF | 11 459 CHF | 99,35% | 99,35% |
13/11/2024 | 19,76% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 977 421 | 390 170 | 45 760 CHF | 22 833 CHF | 99,36% | 99,36% |
12/11/2024 | 9,72% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 519 582 | 396 936 | 50 967 CHF | 44 008 CHF | 99,05% | 99,05% |
11/11/2024 | 10,19% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 546 507 | 383 234 | 50 842 CHF | 40 135 CHF | 99,26% | 99,26% |
08/11/2024 | 7,11% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 384 042 | 384 042 | 52 147 CHF | 55 988 CHF | 99,38% | 99,38% |
07/11/2024 | 5,97% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 320 734 | 320 731 | 52 146 CHF | 55 353 CHF | 99,25% | 99,25% |