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 | 38.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'327 | 250'000 | 20'711 CHF | 7'711 CHF | 99.37% | 99.37% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'723 | 250'000 | 19'914 CHF | 7'500 CHF | 99.27% | 99.27% |
18.11.2024 | 36.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'869 CHF | 8'217 CHF | 99.31% | 99.31% |
15.11.2024 | 33.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'107 | 250'000 | 24'976 CHF | 8'781 CHF | 99.37% | 99.37% |
14.11.2024 | 27.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'389 | 250'000 | 31'773 CHF | 10'492 CHF | 99.37% | 99.37% |
13.11.2024 | 24.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'848 | 250'000 | 34'876 CHF | 11'264 CHF | 99.36% | 99.36% |
12.11.2024 | 24.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'197 | 250'000 | 36'002 CHF | 11'543 CHF | 99.08% | 99.08% |
11.11.2024 | 23.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'860 | 250'000 | 36'810 CHF | 11'730 CHF | 99.26% | 99.26% |
08.11.2024 | 24.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'586 CHF | 11'647 CHF | 99.39% | 99.39% |
07.11.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'972 | 250'000 | 39'457 CHF | 12'415 CHF | 99.23% | 99.23% |