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 | 28.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'387 | 250'000 | 29'842 CHF | 10'010 CHF | 99.38% | 99.38% |
19.11.2024 | 29.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'751 | 250'000 | 29'451 CHF | 9'895 CHF | 99.28% | 99.28% |
18.11.2024 | 35.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'563 CHF | 8'391 CHF | 99.29% | 99.29% |
15.11.2024 | 32.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'128 | 250'000 | 25'448 CHF | 8'899 CHF | 99.38% | 99.38% |
14.11.2024 | 22.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'590 | 250'000 | 38'434 CHF | 12'156 CHF | 99.35% | 99.35% |
13.11.2024 | 24.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'739 | 250'000 | 36'123 CHF | 11'577 CHF | 99.38% | 99.38% |
12.11.2024 | 25.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'144 | 250'000 | 33'770 CHF | 10'979 CHF | 99.09% | 99.09% |
11.11.2024 | 29.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'346 CHF | 9'837 CHF | 99.28% | 99.28% |
08.11.2024 | 26.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'600 CHF | 10'900 CHF | 99.39% | 99.39% |
07.11.2024 | 34.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'124 | 250'000 | 24'155 CHF | 8'569 CHF | 99.25% | 99.25% |