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 | 49.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'470 CHF | 6'368 CHF | 99.22% | 99.22% |
19.11.2024 | 45.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'621 | 250'000 | 17'084 CHF | 6'803 CHF | 99.03% | 99.03% |
18.11.2024 | 49.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'695 | 250'000 | 14'793 CHF | 6'256 CHF | 99.30% | 99.30% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.41% | 99.41% |
14.11.2024 | 49.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'821 | 250'000 | 15'228 CHF | 6'326 CHF | 98.58% | 98.58% |
13.11.2024 | 49.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 893'517 | 223'379 | 13'507 CHF | 5'610 CHF | 99.46% | 99.46% |
12.11.2024 | 47.08% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 8'229 CHF | 3'307 CHF | 99.16% | 99.16% |
11.11.2024 | 47.80% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 492'642 | 125'000 | 7'925 CHF | 3'263 CHF | 99.33% | 99.33% |
08.11.2024 | 33.81% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 12'320 CHF | 4'330 CHF | 99.33% | 99.33% |
07.11.2024 | 33.80% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 499'892 | 125'000 | 12'322 CHF | 4'331 CHF | 99.03% | 99.03% |