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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'834 | 250'000 | 19'897 CHF | 7'500 CHF | 99.37% | 99.37% |
19.11.2024 | 49.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'375 CHF | 6'344 CHF | 99.28% | 99.28% |
18.11.2024 | 39.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'740 CHF | 7'685 CHF | 99.30% | 99.30% |
15.11.2024 | 29.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'243 | 250'000 | 29'448 CHF | 9'898 CHF | 99.39% | 99.39% |
14.11.2024 | 33.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'144 | 250'000 | 25'063 CHF | 8'790 CHF | 99.35% | 99.35% |
13.11.2024 | 30.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'082 | 250'000 | 28'348 CHF | 9'616 CHF | 99.38% | 99.38% |
12.11.2024 | 32.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'630 | 250'000 | 25'128 CHF | 8'847 CHF | 99.08% | 99.08% |
11.11.2024 | 28.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'583 CHF | 10'146 CHF | 99.31% | 99.31% |
08.11.2024 | 39.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'228 | 250'000 | 20'620 CHF | 7'688 CHF | 99.39% | 99.39% |
07.11.2024 | 28.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'442 | 250'000 | 30'153 CHF | 10'070 CHF | 99.27% | 99.27% |