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 | 33.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'037 | 250'000 | 25'162 CHF | 8'797 CHF | 99.97% | 99.97% |
19.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.83% | 99.83% |
18.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'215 | 250'000 | 24'805 CHF | 8'750 CHF | 99.90% | 99.90% |
15.11.2024 | 30.17% | 0.03 CHF | 0.04 CHF | 925'000 | 250'000 | 967'304 | 250'000 | 27'347 CHF | 9'580 CHF | 100.00% | 100.00% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 900'000 | 250'000 | 838'520 | 250'000 | 25'156 CHF | 10'000 CHF | 99.54% | 99.54% |
13.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 925'000 | 250'000 | 813'186 | 250'000 | 24'396 CHF | 10'000 CHF | 99.96% | 99.96% |
12.11.2024 | 25.55% | 0.03 CHF | 0.04 CHF | 725'000 | 250'000 | 648'384 | 250'000 | 22'139 CHF | 11'057 CHF | 99.81% | 99.81% |
11.11.2024 | 23.83% | 0.04 CHF | 0.05 CHF | 575'000 | 250'000 | 543'666 | 250'000 | 20'101 CHF | 11'776 CHF | 99.81% | 99.81% |
08.11.2024 | 23.93% | 0.04 CHF | 0.05 CHF | 575'000 | 250'000 | 551'957 | 250'000 | 20'274 CHF | 11'741 CHF | 99.80% | 99.80% |
07.11.2024 | 20.45% | 0.04 CHF | 0.05 CHF | 450'000 | 250'000 | 430'121 | 250'000 | 18'886 CHF | 13'495 CHF | 99.88% | 99.88% |