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 | 35,16% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 842 | 250 000 | 23 447 CHF | 8 407 CHF | 99,37% | 99,37% |
19/11/2024 | 33,40% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 981 460 | 250 000 | 24 640 CHF | 8 776 CHF | 99,09% | 99,09% |
18/11/2024 | 28,69% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 836 | 250 000 | 30 002 CHF | 10 028 CHF | 99,28% | 99,28% |
15/11/2024 | 24,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 587 | 250 000 | 36 299 CHF | 11 631 CHF | 99,38% | 99,38% |
14/11/2024 | 15,28% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 790 329 | 350 326 | 48 413 CHF | 26 082 CHF | 99,34% | 99,34% |
13/11/2024 | 11,90% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 632 856 | 328 009 | 50 041 CHF | 29 207 CHF | 99,39% | 99,39% |
12/11/2024 | 10,07% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 539 308 | 359 815 | 50 817 CHF | 38 443 CHF | 99,07% | 99,07% |
11/11/2024 | 8,28% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 437 889 | 437 889 | 50 790 CHF | 55 169 CHF | 99,21% | 99,21% |