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 | 34.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 974'776 | 250'000 | 23'810 CHF | 8'616 CHF | 99.82% | 99.82% |
19.11.2024 | 26.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'234 CHF | 10'809 CHF | 99.85% | 99.85% |
18.11.2024 | 30.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'772 CHF | 9'693 CHF | 100.00% | 100.00% |
15.11.2024 | 30.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'408 CHF | 9'602 CHF | 100.00% | 100.00% |
14.11.2024 | 24.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'896 CHF | 11'474 CHF | 100.00% | 100.00% |
13.11.2024 | 32.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'150 | 250'170 | 27'827 CHF | 9'474 CHF | 99.97% | 99.97% |
12.11.2024 | 6.86% | 0.08 CHF | 0.09 CHF | 375'000 | 375'000 | 358'684 | 358'681 | 51'237 CHF | 54'823 CHF | 100.00% | 100.00% |
11.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'597 | 292'599 | 53'430 CHF | 56'356 CHF | 99.78% | 99.78% |
08.11.2024 | 6.49% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 351'901 | 351'902 | 52'473 CHF | 55'992 CHF | 100.00% | 100.00% |
07.11.2024 | 5.94% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 316'874 | 316'873 | 51'722 CHF | 54'890 CHF | 99.68% | 99.68% |