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 | 38.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'441 | 250'000 | 20'865 CHF | 7'793 CHF | 99.05% | 99.05% |
19.11.2024 | 37.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 976'108 | 250'000 | 21'467 CHF | 7'987 CHF | 98.93% | 98.93% |
18.11.2024 | 34.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'414 CHF | 8'603 CHF | 99.07% | 99.07% |
15.11.2024 | 39.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'532 | 250'000 | 20'186 CHF | 7'594 CHF | 98.66% | 98.66% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 981'209 | 250'000 | 19'624 CHF | 7'500 CHF | 99.45% | 99.45% |
13.11.2024 | 39.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 872'560 | 222'399 | 17'573 CHF | 6'703 CHF | 99.28% | 99.28% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 489'120 | 125'000 | 9'782 CHF | 3'750 CHF | 98.87% | 98.87% |
11.11.2024 | 37.58% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 10'921 CHF | 3'980 CHF | 99.08% | 99.08% |
08.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 12'500 CHF | 4'375 CHF | 99.23% | 99.23% |
07.11.2024 | 31.93% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 493'409 | 125'000 | 13'071 CHF | 4'559 CHF | 98.68% | 98.68% |