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 | 23.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'480 CHF | 11'870 CHF | 99.38% | 99.38% |
19.11.2024 | 23.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'114 | 250'000 | 36'896 CHF | 11'776 CHF | 99.30% | 99.30% |
18.11.2024 | 27.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'878 | 250'000 | 31'460 CHF | 10'396 CHF | 99.30% | 99.30% |
15.11.2024 | 28.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'439 CHF | 10'110 CHF | 99.38% | 99.38% |
14.11.2024 | 24.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'714 CHF | 11'679 CHF | 99.39% | 99.39% |
13.11.2024 | 23.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'088 | 250'000 | 37'200 CHF | 11'869 CHF | 99.38% | 99.38% |
12.11.2024 | 25.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'601 | 250'000 | 33'680 CHF | 10'976 CHF | 99.08% | 99.08% |
11.11.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'313 | 250'000 | 29'870 CHF | 10'003 CHF | 99.27% | 99.27% |
08.11.2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'195 CHF | 10'049 CHF | 99.39% | 99.39% |
07.11.2024 | 24.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'340 | 250'000 | 35'848 CHF | 11'520 CHF | 99.27% | 99.27% |