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 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 853 | 250 000 | 9 929 CHF | 5 000 CHF | 99,37% | 99,37% |
19/11/2024 | 64,30% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 981 440 | 250 000 | 10 526 CHF | 5 178 CHF | 99,09% | 99,09% |
18/11/2024 | 57,23% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 996 977 | 250 000 | 12 785 CHF | 5 708 CHF | 99,25% | 99,25% |
15/11/2024 | 49,50% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 505 | 250 000 | 15 153 CHF | 6 313 CHF | 99,39% | 99,39% |
14/11/2024 | 34,51% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 025 | 250 000 | 24 981 CHF | 8 790 CHF | 99,35% | 99,35% |
13/11/2024 | 27,53% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 235 | 250 000 | 31 287 CHF | 10 365 CHF | 99,38% | 99,38% |
12/11/2024 | 23,14% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 973 408 | 268 661 | 37 491 CHF | 13 351 CHF | 99,07% | 99,07% |