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 | 31.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'222 | 250'000 | 27'069 CHF | 9'310 CHF | 99.39% | 99.39% |
19.11.2024 | 29.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'735 | 250'000 | 28'995 CHF | 9'781 CHF | 99.27% | 99.27% |
18.11.2024 | 26.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'273 CHF | 10'568 CHF | 99.28% | 99.28% |
15.11.2024 | 21.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'028 | 254'070 | 40'644 CHF | 12'924 CHF | 99.38% | 99.38% |
14.11.2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 935'035 | 422'463 | 48'919 CHF | 26'714 CHF | 99.35% | 99.35% |
13.11.2024 | 14.84% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 811'992 | 412'505 | 50'674 CHF | 29'881 CHF | 99.35% | 99.35% |
12.11.2024 | 14.12% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 765'183 | 393'689 | 50'397 CHF | 29'875 CHF | 99.07% | 99.07% |
11.11.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 724'624 | 375'283 | 50'710 CHF | 30'016 CHF | 99.27% | 99.27% |
08.11.2024 | 13.89% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 752'706 | 388'853 | 50'442 CHF | 29'949 CHF | 99.39% | 99.39% |
07.11.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 715'186 | 370'667 | 50'493 CHF | 29'878 CHF | 99.24% | 99.24% |