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 | 49.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'524 | 250'000 | 14'998 CHF | 6'266 CHF | 99.37% | 99.37% |
19.11.2024 | 42.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'930 CHF | 7'233 CHF | 99.31% | 99.31% |
18.11.2024 | 48.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'692 CHF | 6'423 CHF | 99.25% | 99.25% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'100 | 250'000 | 14'942 CHF | 6'250 CHF | 99.39% | 99.39% |
14.11.2024 | 49.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'244 CHF | 6'311 CHF | 99.34% | 99.34% |
13.11.2024 | 45.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'307 CHF | 6'827 CHF | 99.39% | 99.39% |
12.11.2024 | 47.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'137 | 250'000 | 16'349 CHF | 6'613 CHF | 99.06% | 99.06% |
11.11.2024 | 48.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'607 CHF | 6'402 CHF | 99.29% | 99.29% |
08.11.2024 | 40.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'933 | 250'000 | 19'857 CHF | 7'494 CHF | 99.39% | 99.39% |
07.11.2024 | 40.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'756 CHF | 7'439 CHF | 99.28% | 99.28% |