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 | 39.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'559 | 250'000 | 20'306 CHF | 7'604 CHF | 99.39% | 99.39% |
19.11.2024 | 39.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'350 CHF | 7'587 CHF | 99.26% | 99.26% |
18.11.2024 | 30.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'307 CHF | 9'577 CHF | 99.30% | 99.30% |
15.11.2024 | 24.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'205 | 250'000 | 36'235 CHF | 11'601 CHF | 99.39% | 99.39% |
14.11.2024 | 21.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'824 | 250'000 | 41'221 CHF | 12'852 CHF | 99.38% | 99.38% |
13.11.2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'000 | 250'000 | 39'379 CHF | 12'385 CHF | 99.38% | 99.38% |
12.11.2024 | 19.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 978'950 | 376'571 | 46'605 CHF | 22'147 CHF | 99.06% | 99.06% |
11.11.2024 | 17.88% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 977'962 | 482'045 | 49'886 CHF | 29'471 CHF | 99.28% | 99.28% |
08.11.2024 | 14.08% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 764'679 | 392'554 | 50'471 CHF | 29'869 CHF | 99.38% | 99.38% |
07.11.2024 | 6.03% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 325'894 | 325'894 | 52'429 CHF | 55'688 CHF | 99.27% | 99.27% |