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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 41,90% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 068 CHF | 7 267 CHF | 99,36% | 99,36% |
20/11/2024 | 33,21% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 197 | 250 000 | 24 957 CHF | 8 782 CHF | 99,38% | 99,38% |
19/11/2024 | 32,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 980 904 | 250 000 | 25 599 CHF | 9 019 CHF | 99,27% | 99,27% |
18/11/2024 | 31,43% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 27 017 CHF | 9 254 CHF | 99,23% | 99,23% |
15/11/2024 | 24,07% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 951 | 250 000 | 36 670 CHF | 11 728 CHF | 99,38% | 99,38% |
14/11/2024 | 32,55% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 447 | 250 000 | 25 680 CHF | 8 955 CHF | 99,34% | 99,34% |
13/11/2024 | 27,92% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 578 | 250 000 | 30 992 CHF | 10 289 CHF | 99,38% | 99,38% |
12/11/2024 | 23,60% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 909 | 254 066 | 37 716 CHF | 12 204 CHF | 99,08% | 99,08% |
11/11/2024 | 15,85% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 857 604 | 434 030 | 49 873 CHF | 29 583 CHF | 99,27% | 99,27% |