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 | 48.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'727 CHF | 6'432 CHF | 99.49% | 99.49% |
19.11.2024 | 51.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 982'482 | 250'000 | 14'294 CHF | 6'126 CHF | 99.34% | 99.34% |
18.11.2024 | 41.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'260 CHF | 7'315 CHF | 99.18% | 99.18% |
15.11.2024 | 37.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'950 | 250'000 | 21'899 CHF | 7'993 CHF | 99.34% | 99.34% |
14.11.2024 | 24.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 983'438 | 250'000 | 36'682 CHF | 11'834 CHF | 99.35% | 99.35% |
13.11.2024 | 22.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 873'911 | 222'381 | 34'309 CHF | 10'953 CHF | 99.46% | 99.46% |
12.11.2024 | 23.79% | 0.05 CHF | 0.06 CHF | 500'000 | 125'000 | 489'249 | 125'000 | 18'367 CHF | 5'944 CHF | 99.08% | 99.08% |
11.11.2024 | 46.45% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 8'726 CHF | 3'431 CHF | 99.32% | 99.32% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 5'000 CHF | 2'500 CHF | 99.35% | 99.35% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'320 | 125'000 | 4'923 CHF | 2'500 CHF | 99.33% | 99.33% |