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 | 23.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'110 CHF | 12'027 CHF | 99.80% | 99.80% |
19.11.2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'854 | 250'000 | 40'001 CHF | 12'572 CHF | 99.71% | 99.71% |
18.11.2024 | 25.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'965 CHF | 11'241 CHF | 99.69% | 99.69% |
15.11.2024 | 27.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'517 CHF | 10'379 CHF | 99.81% | 99.81% |
14.11.2024 | 24.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'961 CHF | 11'490 CHF | 99.80% | 99.80% |
13.11.2024 | 24.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'758 CHF | 11'690 CHF | 99.79% | 99.79% |
12.11.2024 | 22.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'379 | 250'000 | 39'198 CHF | 12'446 CHF | 99.49% | 99.49% |
11.11.2024 | 24.65% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'700 CHF | 11'425 CHF | 99.72% | 99.72% |
08.11.2024 | 25.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'882 CHF | 11'220 CHF | 99.80% | 99.80% |
07.11.2024 | 27.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'660 | 250'000 | 30'878 CHF | 10'244 CHF | 95.68% | 95.68% |