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 | 29.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'309 CHF | 9'827 CHF | 97.92% | 97.92% |
19.11.2024 | 33.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'994 | 250'000 | 24'487 CHF | 8'708 CHF | 99.12% | 99.12% |
18.11.2024 | 25.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'578 CHF | 11'144 CHF | 99.94% | 99.94% |
15.11.2024 | 18.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 975'568 | 405'406 | 48'053 CHF | 24'401 CHF | 97.76% | 97.76% |
14.11.2024 | 18.62% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 948'419 | 367'712 | 46'951 CHF | 22'669 CHF | 100.00% | 100.00% |
13.11.2024 | 29.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'257 CHF | 9'814 CHF | 100.00% | 100.00% |
12.11.2024 | 18.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 968'760 | 433'499 | 47'237 CHF | 26'023 CHF | 99.99% | 99.99% |
11.11.2024 | 12.31% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 665'242 | 344'601 | 50'687 CHF | 29'700 CHF | 100.00% | 100.00% |
08.11.2024 | 15.69% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 853'334 | 434'925 | 50'014 CHF | 29'856 CHF | 98.38% | 98.38% |
07.11.2024 | 12.77% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 687'567 | 355'435 | 50'475 CHF | 29'619 CHF | 94.34% | 94.34% |