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 | 24,40% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 086 CHF | 11 522 CHF | 99,39% | 99,39% |
20/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 115 | 250 000 | 29 823 CHF | 10 000 CHF | 99,39% | 99,39% |
19/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 639 | 250 000 | 29 899 CHF | 10 000 CHF | 99,24% | 99,24% |
18/11/2024 | 28,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 348 CHF | 10 087 CHF | 99,31% | 99,31% |
15/11/2024 | 24,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 843 | 250 000 | 35 089 CHF | 11 317 CHF | 99,38% | 99,38% |
14/11/2024 | 28,51% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 253 | 250 000 | 29 940 CHF | 10 021 CHF | 99,39% | 99,39% |
13/11/2024 | 28,34% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 470 | 250 000 | 30 192 CHF | 10 082 CHF | 99,39% | 99,39% |
12/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 988 569 | 250 000 | 34 600 CHF | 11 250 CHF | 99,09% | 99,09% |
11/11/2024 | 24,97% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 046 CHF | 11 262 CHF | 99,24% | 99,24% |
08/11/2024 | 24,11% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 825 | 250 000 | 36 317 CHF | 11 650 CHF | 99,39% | 99,39% |