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 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'778 | 250'000 | 24'869 CHF | 8'750 CHF | 99.38% | 99.38% |
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 | 99.24% | 99.24% |
18.11.2024 | 32.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'742 CHF | 8'936 CHF | 99.29% | 99.29% |
15.11.2024 | 27.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'239 | 250'000 | 30'714 CHF | 10'214 CHF | 99.39% | 99.39% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'986 | 250'000 | 29'880 CHF | 10'000 CHF | 99.37% | 99.37% |
13.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'024 | 250'000 | 29'881 CHF | 10'000 CHF | 99.39% | 99.39% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'512 | 250'000 | 29'682 CHF | 9'999 CHF | 99.09% | 99.09% |
11.11.2024 | 27.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'099 CHF | 10'275 CHF | 99.30% | 99.30% |
08.11.2024 | 32.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'300 | 250'000 | 25'199 CHF | 8'842 CHF | 99.38% | 99.38% |
07.11.2024 | 29.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'337 | 250'000 | 29'188 CHF | 9'824 CHF | 99.27% | 99.27% |