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 | 27.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'403 CHF | 10'351 CHF | 99.38% | 99.38% |
19.11.2024 | 27.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'032 | 250'000 | 31'267 CHF | 10'361 CHF | 99.29% | 99.29% |
18.11.2024 | 31.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'013 | 250'000 | 26'350 CHF | 9'113 CHF | 99.25% | 99.25% |
15.11.2024 | 32.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'380 CHF | 8'845 CHF | 99.39% | 99.39% |
14.11.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'511 | 250'000 | 29'844 CHF | 10'017 CHF | 99.37% | 99.37% |
13.11.2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'084 | 250'000 | 29'994 CHF | 10'050 CHF | 99.38% | 99.38% |
12.11.2024 | 32.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'633 | 250'000 | 25'477 CHF | 8'909 CHF | 99.09% | 99.09% |
11.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'310 | 250'000 | 24'883 CHF | 8'750 CHF | 99.27% | 99.27% |
08.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.39% | 99.39% |
07.11.2024 | 29.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'343 | 250'000 | 28'319 CHF | 9'630 CHF | 99.28% | 99.28% |