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 | 33.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'369 | 250'000 | 25'050 CHF | 8'791 CHF | 99.39% | 99.39% |
19.11.2024 | 38.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'072 CHF | 7'768 CHF | 99.27% | 99.27% |
18.11.2024 | 34.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'948 CHF | 8'487 CHF | 99.30% | 99.30% |
15.11.2024 | 27.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'180 | 250'000 | 31'666 CHF | 10'445 CHF | 99.38% | 99.38% |
14.11.2024 | 25.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'236 CHF | 11'059 CHF | 99.34% | 99.34% |
13.11.2024 | 24.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'240 CHF | 11'560 CHF | 99.37% | 99.37% |
12.11.2024 | 21.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'753 | 250'204 | 42'158 CHF | 13'119 CHF | 99.06% | 99.06% |
11.11.2024 | 14.78% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 807'418 | 413'093 | 50'588 CHF | 30'033 CHF | 99.29% | 99.29% |
08.11.2024 | 19.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 981'563 | 335'935 | 46'615 CHF | 19'696 CHF | 99.39% | 99.39% |
07.11.2024 | 17.21% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 907'057 | 390'793 | 48'598 CHF | 25'583 CHF | 99.30% | 99.30% |