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 | 38,79% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 533 | 250 000 | 20 768 CHF | 7 726 CHF | 99,38% | 99,38% |
19/11/2024 | 41,46% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 881 | 250 000 | 19 216 CHF | 7 320 CHF | 99,27% | 99,27% |
18/11/2024 | 33,01% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 337 CHF | 8 834 CHF | 99,25% | 99,25% |
15/11/2024 | 32,68% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 069 | 250 000 | 25 561 CHF | 8 921 CHF | 99,38% | 99,38% |
14/11/2024 | 49,99% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 890 | 250 000 | 14 945 CHF | 6 252 CHF | 99,35% | 99,35% |
13/11/2024 | 49,52% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 989 187 | 248 360 | 15 080 CHF | 6 270 CHF | 99,39% | 99,39% |