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 | 41,06% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 498 CHF | 7 374 CHF | 100,00% | 100,00% |
19/11/2024 | 40,26% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 872 CHF | 7 468 CHF | 99,91% | 99,91% |
18/11/2024 | 37,17% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 22 142 CHF | 8 035 CHF | 99,88% | 99,88% |
15/11/2024 | 30,35% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 184 CHF | 9 546 CHF | 100,00% | 100,00% |
14/11/2024 | 25,61% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 154 CHF | 11 039 CHF | 100,00% | 100,00% |
13/11/2024 | 27,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 556 CHF | 10 389 CHF | 100,00% | 100,00% |
12/11/2024 | 19,99% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 445 | 346 448 | 45 119 CHF | 19 656 CHF | 99,71% | 99,71% |
11/11/2024 | 18,11% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 983 719 | 461 586 | 49 512 CHF | 27 993 CHF | 99,90% | 99,90% |