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 | 49.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'054 | 250'000 | 15'002 CHF | 6'273 CHF | 99.37% | 99.37% |
19.11.2024 | 46.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'141 | 250'000 | 16'619 CHF | 6'669 CHF | 98.59% | 98.59% |
18.11.2024 | 31.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'519 CHF | 9'130 CHF | 99.26% | 99.26% |
15.11.2024 | 25.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'630 | 250'000 | 34'256 CHF | 11'111 CHF | 99.38% | 99.38% |
14.11.2024 | 26.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'323 | 250'000 | 33'365 CHF | 10'882 CHF | 99.35% | 99.35% |
13.11.2024 | 30.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'391 | 250'000 | 27'923 CHF | 9'509 CHF | 99.37% | 99.37% |
12.11.2024 | 20.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 960'078 | 346'218 | 43'791 CHF | 20'050 CHF | 99.05% | 99.05% |
11.11.2024 | 24.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'129 | 294'313 | 36'944 CHF | 14'576 CHF | 99.29% | 99.29% |
08.11.2024 | 38.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'719 | 250'000 | 21'347 CHF | 7'873 CHF | 99.38% | 99.38% |
07.11.2024 | 31.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'796 | 250'000 | 27'152 CHF | 9'319 CHF | 99.19% | 99.19% |