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 | 20,59% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 674 CHF | 13 419 CHF | 99,37% | 99,37% |
20/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 113 | 249 582 | 44 735 CHF | 13 727 CHF | 99,39% | 99,39% |
19/11/2024 | 18,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 996 612 | 471 011 | 49 109 CHF | 27 995 CHF | 99,20% | 99,20% |
18/11/2024 | 18,39% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 471 780 | 49 436 CHF | 28 158 CHF | 99,27% | 99,27% |
15/11/2024 | 19,31% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 247 | 344 152 | 46 647 CHF | 19 852 CHF | 99,37% | 99,37% |
14/11/2024 | 16,74% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 924 646 | 474 882 | 50 605 CHF | 30 742 CHF | 99,39% | 99,39% |
13/11/2024 | 16,80% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 929 094 | 475 580 | 50 674 CHF | 30 701 CHF | 99,36% | 99,36% |
12/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 988 603 | 496 201 | 49 430 CHF | 29 772 CHF | 99,08% | 99,08% |
11/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 99,22% | 99,22% |
08/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 848 | 497 616 | 49 640 CHF | 29 856 CHF | 99,38% | 99,38% |