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 | 37.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'550 | 250'000 | 21'858 CHF | 7'992 CHF | 99.37% | 99.37% |
19.11.2024 | 33.70% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'760 | 250'000 | 24'757 CHF | 8'710 CHF | 99.28% | 99.28% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.26% | 99.26% |
15.11.2024 | 39.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'120 | 250'000 | 20'610 CHF | 7'677 CHF | 99.38% | 99.38% |
14.11.2024 | 20.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'878 | 250'000 | 43'762 CHF | 13'487 CHF | 99.35% | 99.35% |
13.11.2024 | 20.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'911 | 250'000 | 44'517 CHF | 13'675 CHF | 99.37% | 99.37% |
12.11.2024 | 21.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'141 | 250'000 | 41'822 CHF | 13'064 CHF | 99.08% | 99.08% |
11.11.2024 | 22.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'771 | 251'480 | 39'875 CHF | 12'603 CHF | 91.10% | 91.10% |
08.11.2024 | 16.95% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 931'721 | 474'358 | 50'324 CHF | 30'369 CHF | 99.39% | 99.39% |
07.11.2024 | 16.32% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 900'021 | 460'857 | 50'641 CHF | 30'534 CHF | 99.26% | 99.26% |