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 | 35.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'548 | 250'000 | 23'437 CHF | 8'393 CHF | 99.39% | 99.39% |
19.11.2024 | 29.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'524 CHF | 9'881 CHF | 99.27% | 99.27% |
18.11.2024 | 32.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'759 CHF | 8'940 CHF | 99.30% | 99.30% |
15.11.2024 | 28.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'255 | 250'000 | 29'554 CHF | 9'924 CHF | 99.38% | 99.38% |
14.11.2024 | 28.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'808 | 250'000 | 30'494 CHF | 10'155 CHF | 99.38% | 99.38% |
13.11.2024 | 27.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'956 | 250'000 | 30'989 CHF | 10'278 CHF | 99.38% | 99.38% |
12.11.2024 | 31.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'485 | 250'000 | 26'208 CHF | 9'122 CHF | 99.07% | 99.07% |
11.11.2024 | 31.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'708 CHF | 9'177 CHF | 99.29% | 99.29% |
08.11.2024 | 31.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'129 | 250'000 | 26'445 CHF | 9'161 CHF | 99.39% | 99.39% |
07.11.2024 | 33.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'317 | 251'223 | 25'220 CHF | 8'888 CHF | 99.25% | 99.25% |