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 | 28,14% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 703 | 250 000 | 30 441 CHF | 10 150 CHF | 99,39% | 99,39% |
19/11/2024 | 22,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 982 CHF | 12 496 CHF | 99,29% | 99,29% |
18/11/2024 | 23,16% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 335 CHF | 12 084 CHF | 99,30% | 99,30% |
15/11/2024 | 32,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 244 | 250 000 | 26 320 CHF | 9 110 CHF | 99,39% | 99,39% |
14/11/2024 | 27,84% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 203 | 250 000 | 30 903 CHF | 10 254 CHF | 99,34% | 99,34% |
13/11/2024 | 28,62% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 108 | 250 000 | 29 831 CHF | 9 987 CHF | 99,38% | 99,38% |
12/11/2024 | 28,16% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 989 715 | 250 000 | 30 239 CHF | 10 145 CHF | 99,07% | 99,07% |
11/11/2024 | 28,84% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 224 CHF | 10 056 CHF | 99,30% | 99,30% |
08/11/2024 | 21,60% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 243 | 250 000 | 41 324 CHF | 12 907 CHF | 99,39% | 99,39% |
07/11/2024 | 26,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 455 | 250 000 | 32 826 CHF | 10 733 CHF | 99,26% | 99,26% |