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 | 48.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'791 | 250'000 | 15'621 CHF | 6'436 CHF | 99.11% | 99.11% |
19.11.2024 | 43.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'143 | 250'000 | 17'983 CHF | 7'057 CHF | 98.84% | 98.84% |
18.11.2024 | 44.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'737 CHF | 6'934 CHF | 99.35% | 99.35% |
15.11.2024 | 47.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'860 | 250'000 | 15'979 CHF | 6'506 CHF | 99.35% | 99.35% |
14.11.2024 | 49.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'374 | 250'000 | 14'972 CHF | 6'302 CHF | 99.23% | 99.23% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 877'295 | 222'220 | 13'159 CHF | 5'556 CHF | 98.89% | 98.89% |
12.11.2024 | 48.35% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 488'672 | 125'000 | 7'742 CHF | 3'228 CHF | 98.97% | 98.97% |
11.11.2024 | 49.39% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'654 CHF | 3'163 CHF | 99.24% | 99.24% |
08.11.2024 | 34.05% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 12'230 CHF | 4'307 CHF | 99.32% | 99.32% |
07.11.2024 | 30.96% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 492'650 | 125'000 | 13'564 CHF | 4'687 CHF | 99.26% | 99.26% |