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 | 39.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'375 CHF | 7'594 CHF | 99.48% | 99.48% |
19.11.2024 | 38.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'599 | 250'000 | 20'694 CHF | 7'711 CHF | 99.08% | 99.08% |
18.11.2024 | 38.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'241 | 250'000 | 20'751 CHF | 7'761 CHF | 99.36% | 99.36% |
15.11.2024 | 37.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'186 CHF | 8'046 CHF | 99.36% | 99.36% |
14.11.2024 | 35.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'463 CHF | 8'366 CHF | 99.31% | 99.31% |
13.11.2024 | 31.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 893'216 | 223'304 | 24'437 CHF | 8'342 CHF | 99.25% | 99.25% |
12.11.2024 | 33.27% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 494'608 | 125'000 | 12'397 CHF | 4'383 CHF | 98.18% | 98.18% |
11.11.2024 | 38.93% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 492'291 | 125'000 | 10'248 CHF | 3'850 CHF | 99.31% | 99.31% |
08.11.2024 | 29.33% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 14'600 CHF | 4'900 CHF | 99.45% | 99.45% |
07.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 496'902 | 125'000 | 14'907 CHF | 5'000 CHF | 98.81% | 98.81% |