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 | 38.71% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 949'703 | 250'000 | 19'722 CHF | 7'745 CHF | 97.86% | 97.86% |
19.11.2024 | 30.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'104 | 250'000 | 27'560 CHF | 9'445 CHF | 99.29% | 99.29% |
18.11.2024 | 36.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'031 | 250'000 | 22'771 CHF | 8'211 CHF | 98.77% | 98.77% |
15.11.2024 | 39.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'605 CHF | 7'651 CHF | 100.00% | 100.00% |
14.11.2024 | 45.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'011 | 250'000 | 17'402 CHF | 6'875 CHF | 98.26% | 98.26% |
13.11.2024 | 39.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'454 CHF | 7'613 CHF | 99.60% | 99.60% |
12.11.2024 | 48.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'574 CHF | 6'393 CHF | 100.00% | 100.00% |
11.11.2024 | 57.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 983'978 | 250'000 | 12'572 CHF | 5'703 CHF | 100.00% | 100.00% |
08.11.2024 | 43.28% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 973'584 | 250'000 | 17'835 CHF | 7'090 CHF | 84.82% | 84.82% |
07.11.2024 | 46.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'611 CHF | 6'653 CHF | 100.00% | 100.00% |