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 | 32.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'057 | 250'000 | 26'237 CHF | 9'090 CHF | 99.38% | 99.38% |
19.11.2024 | 33.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'548 | 250'000 | 25'245 CHF | 8'860 CHF | 97.59% | 97.59% |
18.11.2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'389 CHF | 10'097 CHF | 99.27% | 99.27% |
15.11.2024 | 27.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'722 | 250'000 | 31'925 CHF | 10'514 CHF | 99.38% | 99.38% |
14.11.2024 | 27.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'534 | 250'000 | 31'111 CHF | 10'308 CHF | 99.35% | 99.35% |
13.11.2024 | 33.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'423 | 250'000 | 25'086 CHF | 8'794 CHF | 99.39% | 99.39% |
12.11.2024 | 32.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'844 | 250'920 | 26'076 CHF | 9'125 CHF | 99.02% | 99.02% |
11.11.2024 | 17.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 978'183 | 474'367 | 49'600 CHF | 28'905 CHF | 99.27% | 99.27% |
08.11.2024 | 17.49% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 948'971 | 459'982 | 49'568 CHF | 28'752 CHF | 99.37% | 99.37% |
07.11.2024 | 14.35% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 766'890 | 383'484 | 49'684 CHF | 28'958 CHF | 99.26% | 99.26% |