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 | 50.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'333 | 250'000 | 14'638 CHF | 6'185 CHF | 99.37% | 99.37% |
19.11.2024 | 60.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'760 | 250'000 | 11'816 CHF | 5'470 CHF | 99.28% | 99.28% |
18.11.2024 | 50.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'933 CHF | 6'233 CHF | 99.26% | 99.26% |
15.11.2024 | 48.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'067 | 250'000 | 15'747 CHF | 6'459 CHF | 99.38% | 99.38% |
14.11.2024 | 38.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'529 | 250'000 | 21'338 CHF | 7'869 CHF | 99.35% | 99.35% |
13.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'874 | 250'000 | 24'872 CHF | 8'750 CHF | 99.35% | 99.35% |
12.11.2024 | 32.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'194 | 250'000 | 25'923 CHF | 9'011 CHF | 99.08% | 99.08% |
11.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'811 | 250'000 | 24'920 CHF | 8'750 CHF | 99.24% | 99.24% |
08.11.2024 | 33.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'072 CHF | 8'768 CHF | 99.39% | 99.39% |
07.11.2024 | 33.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'894 | 250'000 | 25'190 CHF | 8'829 CHF | 99.25% | 99.25% |