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 | 45.12% | 0.02 CHF | 0.03 CHF | 975'000 | 250'000 | 977'207 | 250'000 | 16'990 CHF | 6'859 CHF | 99.97% | 99.97% |
19.11.2024 | 42.20% | 0.02 CHF | 0.03 CHF | 775'000 | 250'000 | 746'790 | 250'000 | 13'838 CHF | 7'225 CHF | 99.81% | 99.81% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'528 | 250'000 | 14'888 CHF | 6'250 CHF | 99.90% | 99.90% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
14.11.2024 | 46.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 979'207 | 250'000 | 16'407 CHF | 6'706 CHF | 99.55% | 99.55% |
13.11.2024 | 41.09% | 0.02 CHF | 0.03 CHF | 450'000 | 250'000 | 612'107 | 250'000 | 11'698 CHF | 7'364 CHF | 99.95% | 99.95% |
12.11.2024 | 47.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 891'921 | 250'000 | 14'205 CHF | 6'588 CHF | 99.77% | 99.77% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 625'000 | 250'000 | 731'455 | 250'000 | 14'629 CHF | 7'500 CHF | 99.81% | 99.81% |
08.11.2024 | 35.68% | 0.02 CHF | 0.03 CHF | 475'000 | 250'000 | 473'836 | 250'000 | 10'799 CHF | 8'310 CHF | 99.82% | 99.82% |
07.11.2024 | 45.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 961'176 | 250'000 | 16'743 CHF | 6'874 CHF | 99.90% | 99.90% |