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 | 33.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'208 | 250'000 | 24'793 CHF | 8'741 CHF | 99.38% | 99.38% |
19.11.2024 | 32.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 981'252 | 250'000 | 24'955 CHF | 8'856 CHF | 99.25% | 99.25% |
18.11.2024 | 31.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'677 CHF | 9'169 CHF | 99.27% | 99.27% |
15.11.2024 | 32.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'027 | 250'000 | 25'348 CHF | 8'874 CHF | 99.37% | 99.37% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'421 | 250'000 | 29'833 CHF | 10'000 CHF | 99.35% | 99.35% |
13.11.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'691 | 250'000 | 29'922 CHF | 10'020 CHF | 99.37% | 99.37% |
12.11.2024 | 28.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'947 | 250'000 | 29'693 CHF | 9'961 CHF | 99.06% | 99.06% |
11.11.2024 | 33.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'689 | 250'000 | 24'804 CHF | 8'718 CHF | 99.29% | 99.29% |
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 | 99.37% | 99.37% |
07.11.2024 | 29.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'000 | 250'000 | 28'565 CHF | 9'679 CHF | 99.22% | 99.22% |