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 | 39.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'562 | 250'000 | 20'148 CHF | 7'571 CHF | 99.37% | 99.37% |
19.11.2024 | 40.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'781 | 250'000 | 19'709 CHF | 7'443 CHF | 99.29% | 99.29% |
18.11.2024 | 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% |
15.11.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'063 | 250'000 | 24'760 CHF | 8'721 CHF | 99.38% | 99.38% |
14.11.2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'848 | 250'000 | 19'771 CHF | 7'464 CHF | 99.35% | 99.35% |
13.11.2024 | 44.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'730 | 250'000 | 17'476 CHF | 6'885 CHF | 99.39% | 99.39% |
12.11.2024 | 40.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'194 | 250'000 | 19'587 CHF | 7'451 CHF | 99.07% | 99.07% |
11.11.2024 | 38.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'434 | 250'000 | 21'003 CHF | 7'786 CHF | 91.09% | 91.09% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'082 | 250'000 | 14'897 CHF | 6'250 CHF | 99.38% | 99.38% |
07.11.2024 | 50.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'176 | 250'000 | 14'717 CHF | 6'194 CHF | 99.23% | 99.23% |