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 | 39.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'149 | 250'000 | 20'441 CHF | 7'635 CHF | 99.38% | 99.38% |
19.11.2024 | 40.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'791 CHF | 7'448 CHF | 99.26% | 99.26% |
18.11.2024 | 32.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'180 CHF | 9'045 CHF | 99.30% | 99.30% |
15.11.2024 | 29.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'899 | 250'000 | 29'335 CHF | 9'865 CHF | 99.37% | 99.37% |
14.11.2024 | 33.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'527 | 250'000 | 24'476 CHF | 8'641 CHF | 99.37% | 99.37% |
13.11.2024 | 32.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'688 | 250'000 | 26'116 CHF | 9'050 CHF | 99.36% | 99.36% |
12.11.2024 | 26.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'870 | 250'777 | 32'365 CHF | 10'706 CHF | 99.04% | 99.04% |
11.11.2024 | 16.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 929'658 | 474'356 | 50'674 CHF | 30'602 CHF | 99.24% | 99.24% |
08.11.2024 | 21.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 984'313 | 289'664 | 42'264 CHF | 15'753 CHF | 99.39% | 99.39% |
07.11.2024 | 12.72% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 694'943 | 353'814 | 51'088 CHF | 29'544 CHF | 99.22% | 99.22% |