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 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.80% | 99.80% |
19.11.2024 | 25.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'814 | 250'000 | 34'297 CHF | 11'137 CHF | 99.72% | 99.72% |
18.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.70% | 99.70% |
15.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.80% | 99.80% |
14.11.2024 | 28.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'524 CHF | 10'131 CHF | 99.81% | 99.81% |
13.11.2024 | 27.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'809 CHF | 10'452 CHF | 99.80% | 99.80% |
12.11.2024 | 25.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'421 | 250'000 | 34'454 CHF | 11'241 CHF | 99.49% | 99.49% |
11.11.2024 | 27.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'059 CHF | 10'515 CHF | 99.71% | 99.71% |
08.11.2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'214 CHF | 10'053 CHF | 99.80% | 99.80% |
07.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'723 | 250'000 | 29'902 CHF | 10'000 CHF | 95.67% | 95.67% |