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 | 26,66% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 681 CHF | 10 670 CHF | 99,38% | 99,38% |
20/11/2024 | 22,49% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 113 | 250 000 | 39 275 CHF | 12 378 CHF | 99,39% | 99,39% |
19/11/2024 | 21,48% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 644 | 250 000 | 41 527 CHF | 12 915 CHF | 99,25% | 99,25% |
18/11/2024 | 20,71% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 393 CHF | 13 348 CHF | 99,29% | 99,29% |
15/11/2024 | 23,17% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 834 | 252 137 | 38 129 CHF | 12 198 CHF | 99,38% | 99,38% |
14/11/2024 | 17,60% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 961 033 | 476 587 | 49 840 CHF | 29 558 CHF | 99,38% | 99,38% |
13/11/2024 | 17,76% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 950 339 | 432 831 | 49 031 CHF | 27 081 CHF | 99,36% | 99,36% |
12/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 988 751 | 250 000 | 39 551 CHF | 12 500 CHF | 99,07% | 99,07% |
11/11/2024 | 21,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 704 CHF | 12 926 CHF | 99,24% | 99,24% |
08/11/2024 | 21,42% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 771 | 250 000 | 41 520 CHF | 12 952 CHF | 99,39% | 99,39% |