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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 21.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 289'290 | 42'612 CHF | 15'490 CHF | 99.37% | 99.37% |
20.11.2024 | 35.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'809 | 250'000 | 23'564 CHF | 8'436 CHF | 99.38% | 99.38% |
19.11.2024 | 34.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'274 | 250'000 | 24'224 CHF | 8'586 CHF | 99.25% | 99.25% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'881 | 250'000 | 19'938 CHF | 7'500 CHF | 99.29% | 99.29% |
15.11.2024 | 37.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'662 | 250'000 | 22'050 CHF | 8'045 CHF | 99.37% | 99.37% |
14.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'058 | 250'000 | 24'851 CHF | 8'750 CHF | 99.34% | 99.34% |
13.11.2024 | 32.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'186 | 250'000 | 25'222 CHF | 8'842 CHF | 99.39% | 99.39% |
12.11.2024 | 33.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'643 | 250'000 | 25'152 CHF | 8'822 CHF | 99.08% | 99.08% |
11.11.2024 | 38.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'331 | 250'000 | 21'346 CHF | 7'855 CHF | 99.22% | 99.22% |
08.11.2024 | 28.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'437 CHF | 10'109 CHF | 99.39% | 99.39% |