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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'802 | 250'000 | 29'784 CHF | 10'000 CHF | 99.38% | 99.38% |
19.11.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 981'466 | 250'000 | 29'468 CHF | 10'006 CHF | 99.09% | 99.09% |
18.11.2024 | 27.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'759 | 250'000 | 31'910 CHF | 10'506 CHF | 99.27% | 99.27% |
15.11.2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'530 | 250'000 | 35'044 CHF | 11'318 CHF | 99.39% | 99.39% |
14.11.2024 | 20.87% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'971 | 271'690 | 42'947 CHF | 14'597 CHF | 99.35% | 99.35% |
13.11.2024 | 18.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'310 | 451'045 | 48'739 CHF | 26'769 CHF | 99.37% | 99.37% |
12.11.2024 | 17.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 976'301 | 490'977 | 49'805 CHF | 29'962 CHF | 99.05% | 99.05% |
11.11.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 907'492 | 464'166 | 50'621 CHF | 30'527 CHF | 99.21% | 99.21% |
08.11.2024 | 18.88% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 987'142 | 372'404 | 47'574 CHF | 22'112 CHF | 99.39% | 99.39% |
07.11.2024 | 25.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'495 | 250'000 | 34'495 CHF | 11'172 CHF | 99.27% | 99.27% |