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 | 33,34% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 323 | 250 000 | 24 829 CHF | 8 749 CHF | 99,38% | 99,38% |
19/11/2024 | 34,99% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 647 | 250 000 | 23 658 CHF | 8 442 CHF | 99,30% | 99,30% |
18/11/2024 | 40,38% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 808 CHF | 7 452 CHF | 99,28% | 99,28% |
15/11/2024 | 39,64% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 199 | 250 000 | 20 153 CHF | 7 567 CHF | 99,37% | 99,37% |
14/11/2024 | 29,37% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 648 | 250 000 | 29 004 CHF | 9 791 CHF | 99,34% | 99,34% |
13/11/2024 | 30,09% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 784 | 250 000 | 28 275 CHF | 9 601 CHF | 99,38% | 99,38% |
12/11/2024 | 32,40% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 979 855 | 246 135 | 25 398 CHF | 8 840 CHF | 99,06% | 99,06% |