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 | 48.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'539 CHF | 6'385 CHF | 99.38% | 99.38% |
19.11.2024 | 43.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'134 | 250'000 | 18'202 CHF | 7'080 CHF | 99.28% | 99.28% |
18.11.2024 | 34.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'002 | 250'000 | 23'706 CHF | 8'451 CHF | 99.27% | 99.27% |
15.11.2024 | 30.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'780 CHF | 9'445 CHF | 99.39% | 99.39% |
14.11.2024 | 36.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'665 | 250'000 | 22'667 CHF | 8'213 CHF | 99.35% | 99.35% |
13.11.2024 | 32.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'171 | 250'000 | 25'494 CHF | 8'916 CHF | 99.36% | 99.36% |
12.11.2024 | 27.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'568 | 250'000 | 30'851 CHF | 10'261 CHF | 99.09% | 99.09% |
11.11.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'357 | 250'000 | 39'705 CHF | 12'473 CHF | 99.23% | 99.23% |
08.11.2024 | 22.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'449 CHF | 12'612 CHF | 99.39% | 99.39% |
07.11.2024 | 22.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'303 | 250'000 | 39'034 CHF | 12'326 CHF | 99.28% | 99.28% |