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 | 51.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'224 | 250'000 | 14'335 CHF | 6'105 CHF | 99.38% | 99.38% |
19.11.2024 | 49.69% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'036 | 250'000 | 14'976 CHF | 6'289 CHF | 97.50% | 97.50% |
18.11.2024 | 39.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'197 CHF | 7'549 CHF | 99.27% | 99.27% |
15.11.2024 | 40.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'920 | 250'000 | 19'975 CHF | 7'519 CHF | 99.37% | 99.37% |
14.11.2024 | 44.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'600 | 250'000 | 17'740 CHF | 6'957 CHF | 99.35% | 99.35% |
13.11.2024 | 47.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'653 | 250'000 | 16'316 CHF | 6'601 CHF | 99.37% | 99.37% |
12.11.2024 | 48.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'805 | 250'000 | 15'769 CHF | 6'484 CHF | 99.06% | 99.06% |
11.11.2024 | 38.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'142 CHF | 7'786 CHF | 99.24% | 99.24% |
08.11.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'924 | 250'000 | 19'846 CHF | 7'497 CHF | 99.38% | 99.38% |
07.11.2024 | 39.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'990 | 250'000 | 20'057 CHF | 7'534 CHF | 99.25% | 99.25% |