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 | 40,74% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 630 CHF | 7 408 CHF | 99,38% | 99,38% |
19/11/2024 | 39,85% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 682 | 250 000 | 20 069 CHF | 7 549 CHF | 99,29% | 99,29% |
18/11/2024 | 32,31% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 475 | 250 000 | 25 957 CHF | 9 018 CHF | 99,29% | 99,29% |
15/11/2024 | 28,77% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 105 CHF | 10 026 CHF | 99,39% | 99,39% |
14/11/2024 | 32,81% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 754 CHF | 8 939 CHF | 99,35% | 99,35% |
13/11/2024 | 28,65% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 692 | 250 000 | 30 122 CHF | 10 085 CHF | 99,38% | 99,38% |
12/11/2024 | 21,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 986 951 | 259 319 | 41 791 CHF | 13 611 CHF | 99,10% | 99,10% |
11/11/2024 | 14,73% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 805 501 | 410 332 | 50 664 CHF | 29 927 CHF | 99,28% | 99,28% |
08/11/2024 | 14,01% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 759 757 | 387 679 | 50 387 CHF | 29 596 CHF | 99,38% | 99,38% |
07/11/2024 | 10,57% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 572 236 | 357 072 | 51 278 CHF | 36 284 CHF | 99,27% | 99,27% |