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 | 19,69% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 606 | 297 314 | 45 849 CHF | 16 779 CHF | 100,00% | 100,00% |
19/11/2024 | 15,99% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 877 395 | 428 886 | 50 552 CHF | 29 193 CHF | 99,91% | 99,91% |
18/11/2024 | 20,52% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 840 CHF | 13 460 CHF | 99,90% | 99,90% |
15/11/2024 | 21,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 251 430 | 42 764 CHF | 13 270 CHF | 100,00% | 100,00% |
14/11/2024 | 17,78% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 974 919 | 484 031 | 49 993 CHF | 29 690 CHF | 100,00% | 100,00% |
13/11/2024 | 15,22% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 838 681 | 428 390 | 50 870 CHF | 30 277 CHF | 100,00% | 100,00% |
12/11/2024 | 21,53% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 271 | 281 200 | 41 428 CHF | 14 796 CHF | 99,70% | 99,70% |
11/11/2024 | 20,72% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 251 230 | 43 374 CHF | 13 411 CHF | 99,90% | 99,90% |
08/11/2024 | 18,12% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 990 633 | 465 868 | 49 801 CHF | 28 223 CHF | 100,00% | 100,00% |
07/11/2024 | 19,06% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 580 | 380 648 | 47 377 CHF | 22 172 CHF | 99,91% | 99,91% |