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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.37% | 99.37% |
20.11.2024 | 32.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'810 | 250'000 | 25'491 CHF | 8'918 CHF | 99.38% | 99.38% |
19.11.2024 | 31.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 981'648 | 250'000 | 26'609 CHF | 9'290 CHF | 99.07% | 99.07% |
18.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'752 | 250'000 | 29'903 CHF | 10'000 CHF | 99.28% | 99.28% |
15.11.2024 | 28.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'662 | 250'000 | 29'509 CHF | 9'925 CHF | 99.37% | 99.37% |
14.11.2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'039 | 250'000 | 29'804 CHF | 9'996 CHF | 99.35% | 99.35% |
13.11.2024 | 30.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'380 | 250'000 | 27'551 CHF | 9'429 CHF | 99.36% | 99.36% |
12.11.2024 | 30.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'695 | 250'000 | 27'622 CHF | 9'445 CHF | 99.07% | 99.07% |
11.11.2024 | 27.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'333 | 250'000 | 31'142 CHF | 10'318 CHF | 99.24% | 99.24% |
08.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.38% | 99.38% |