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 | 48,51% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 671 | 250 000 | 15 635 CHF | 6 436 CHF | 99,39% | 99,39% |
19/11/2024 | 42,37% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 981 600 | 250 000 | 18 446 CHF | 7 204 CHF | 99,07% | 99,07% |
18/11/2024 | 37,89% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 974 | 250 000 | 21 545 CHF | 7 905 CHF | 99,27% | 99,27% |
15/11/2024 | 32,38% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 531 | 250 000 | 25 904 CHF | 9 016 CHF | 99,39% | 99,39% |
14/11/2024 | 20,18% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 952 190 | 383 642 | 44 306 CHF | 22 840 CHF | 99,34% | 99,34% |
13/11/2024 | 15,71% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 862 197 | 436 962 | 50 598 CHF | 30 004 CHF | 99,38% | 99,38% |
12/11/2024 | 13,15% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 711 584 | 372 219 | 50 517 CHF | 30 273 CHF | 99,05% | 99,05% |
11/11/2024 | 10,67% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 565 872 | 319 399 | 50 278 CHF | 31 894 CHF | 99,22% | 99,22% |