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 | 20,02% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 783 | 250 000 | 44 718 CHF | 13 738 CHF | 99,38% | 99,38% |
19/11/2024 | 22,21% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 038 CHF | 12 510 CHF | 99,27% | 99,27% |
18/11/2024 | 20,49% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 262 833 | 43 942 CHF | 14 237 CHF | 99,30% | 99,30% |
15/11/2024 | 17,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 943 643 | 481 215 | 50 294 CHF | 30 474 CHF | 99,39% | 99,39% |
14/11/2024 | 18,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 996 134 | 488 720 | 49 592 CHF | 29 246 CHF | 99,35% | 99,35% |
13/11/2024 | 18,01% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 988 219 | 496 071 | 49 954 CHF | 30 041 CHF | 99,38% | 99,38% |
12/11/2024 | 18,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 989 146 | 491 112 | 49 417 CHF | 29 451 CHF | 99,09% | 99,09% |
11/11/2024 | 17,46% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 954 258 | 463 268 | 49 962 CHF | 29 014 CHF | 99,30% | 99,30% |
08/11/2024 | 20,73% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 251 | 284 345 | 43 156 CHF | 15 336 CHF | 99,39% | 99,39% |
07/11/2024 | 17,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 967 809 | 436 853 | 49 135 CHF | 26 847 CHF | 99,27% | 99,27% |