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 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.38% | 99.38% |
19.11.2024 | 29.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'765 | 250'000 | 28'459 CHF | 9'661 CHF | 99.28% | 99.28% |
18.11.2024 | 31.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'646 | 250'000 | 26'446 CHF | 9'139 CHF | 99.28% | 99.28% |
15.11.2024 | 35.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'012 CHF | 8'253 CHF | 99.39% | 99.39% |
14.11.2024 | 36.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'260 CHF | 8'065 CHF | 99.35% | 99.35% |
13.11.2024 | 37.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'979 | 250'000 | 21'877 CHF | 8'006 CHF | 99.36% | 99.36% |
12.11.2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'426 | 250'000 | 19'929 CHF | 7'515 CHF | 99.06% | 99.06% |
11.11.2024 | 40.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'142 | 250'000 | 19'884 CHF | 7'495 CHF | 99.27% | 99.27% |
08.11.2024 | 37.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'840 CHF | 7'960 CHF | 99.38% | 99.38% |
07.11.2024 | 28.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'171 | 250'000 | 30'507 CHF | 10'186 CHF | 99.25% | 99.25% |