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 | 24.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'945 | 250'000 | 34'855 CHF | 11'258 CHF | 99.39% | 99.39% |
19.11.2024 | 25.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'546 | 250'000 | 34'676 CHF | 11'226 CHF | 97.58% | 97.58% |
18.11.2024 | 24.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'421 CHF | 11'355 CHF | 99.29% | 99.29% |
15.11.2024 | 25.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'663 | 250'000 | 34'827 CHF | 11'245 CHF | 99.39% | 99.39% |
14.11.2024 | 24.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'564 | 250'000 | 34'929 CHF | 11'262 CHF | 99.35% | 99.35% |
13.11.2024 | 27.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'481 | 250'000 | 31'892 CHF | 10'499 CHF | 99.38% | 99.38% |
12.11.2024 | 27.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'724 | 250'000 | 30'587 CHF | 10'221 CHF | 99.03% | 99.03% |
11.11.2024 | 23.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'398 CHF | 12'100 CHF | 99.27% | 99.27% |
08.11.2024 | 22.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'681 | 250'000 | 38'538 CHF | 12'195 CHF | 99.37% | 99.37% |
07.11.2024 | 21.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'752 | 250'000 | 41'669 CHF | 12'954 CHF | 99.28% | 99.28% |