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 | 39.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'691 | 250'000 | 20'328 CHF | 7'619 CHF | 99.39% | 99.39% |
19.11.2024 | 37.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'223 | 250'000 | 21'837 CHF | 7'983 CHF | 99.26% | 99.26% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'763 | 250'000 | 19'935 CHF | 7'500 CHF | 99.29% | 99.29% |
15.11.2024 | 40.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'557 | 250'000 | 19'743 CHF | 7'468 CHF | 99.38% | 99.38% |
14.11.2024 | 47.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'839 | 250'000 | 16'075 CHF | 6'542 CHF | 99.37% | 99.37% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'224 | 250'000 | 14'913 CHF | 6'250 CHF | 99.38% | 99.38% |
12.11.2024 | 52.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'702 | 250'000 | 14'132 CHF | 6'053 CHF | 99.07% | 99.07% |
11.11.2024 | 61.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'311 | 250'000 | 11'418 CHF | 5'364 CHF | 99.22% | 99.22% |
08.11.2024 | 49.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'030 CHF | 6'258 CHF | 99.39% | 99.39% |
07.11.2024 | 36.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'355 | 250'000 | 22'614 CHF | 8'182 CHF | 99.28% | 99.28% |