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 | 49.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'133 CHF | 6'283 CHF | 99.83% | 99.83% |
19.11.2024 | 53.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'065 CHF | 6'016 CHF | 99.83% | 99.83% |
18.11.2024 | 54.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'922 CHF | 5'981 CHF | 100.00% | 100.00% |
15.11.2024 | 26.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'667 | 251'973 | 34'148 CHF | 11'158 CHF | 100.00% | 100.00% |
14.11.2024 | 13.74% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 744'857 | 383'858 | 50'483 CHF | 29'864 CHF | 100.00% | 100.00% |
13.11.2024 | 14.81% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 812'107 | 413'670 | 50'785 CHF | 30'020 CHF | 99.95% | 99.95% |
12.11.2024 | 12.63% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 681'400 | 367'420 | 50'549 CHF | 31'359 CHF | 100.00% | 100.00% |
11.11.2024 | 13.80% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 754'827 | 388'905 | 50'922 CHF | 30'135 CHF | 99.75% | 99.75% |
08.11.2024 | 17.25% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 946'056 | 455'994 | 50'207 CHF | 28'919 CHF | 100.00% | 100.00% |
07.11.2024 | 18.42% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 949'361 | 373'458 | 47'405 CHF | 23'162 CHF | 99.67% | 99.67% |