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 | 49.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'797 | 250'000 | 15'169 CHF | 6'319 CHF | 99.38% | 99.38% |
19.11.2024 | 45.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 981'470 | 250'000 | 17'060 CHF | 6'858 CHF | 99.09% | 99.09% |
18.11.2024 | 39.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'973 | 250'000 | 20'265 CHF | 7'581 CHF | 99.27% | 99.27% |
15.11.2024 | 34.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'612 | 250'000 | 24'226 CHF | 8'596 CHF | 99.38% | 99.38% |
14.11.2024 | 24.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'959 | 250'000 | 36'803 CHF | 11'761 CHF | 99.35% | 99.35% |
13.11.2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'136 | 257'873 | 44'796 CHF | 14'231 CHF | 99.39% | 99.39% |
12.11.2024 | 17.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 950'771 | 459'518 | 49'625 CHF | 28'699 CHF | 99.08% | 99.08% |
11.11.2024 | 15.03% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 826'361 | 419'516 | 50'828 CHF | 30'011 CHF | 99.22% | 99.22% |
08.11.2024 | 18.70% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 973'824 | 366'137 | 47'646 CHF | 22'192 CHF | 99.39% | 99.39% |
07.11.2024 | 32.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'464 | 250'000 | 25'284 CHF | 8'856 CHF | 99.26% | 99.26% |