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 | 32.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'897 | 250'000 | 26'041 CHF | 9'061 CHF | 98.99% | 98.99% |
19.11.2024 | 28.82% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'150 | 250'000 | 29'271 CHF | 9'939 CHF | 98.99% | 98.99% |
18.11.2024 | 28.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'250 CHF | 10'063 CHF | 99.32% | 99.32% |
15.11.2024 | 28.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'595 CHF | 9'899 CHF | 99.41% | 99.41% |
14.11.2024 | 38.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 982'816 | 250'000 | 21'037 CHF | 7'847 CHF | 99.43% | 99.43% |
13.11.2024 | 34.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 877'472 | 222'221 | 21'430 CHF | 7'643 CHF | 98.87% | 98.87% |
12.11.2024 | 33.24% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 487'903 | 125'000 | 12'306 CHF | 4'402 CHF | 99.19% | 99.19% |
11.11.2024 | 31.25% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 13'594 CHF | 4'648 CHF | 99.38% | 99.38% |
08.11.2024 | 20.60% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 21'870 CHF | 6'717 CHF | 99.46% | 99.46% |
07.11.2024 | 18.63% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 491'951 | 226'355 | 24'021 CHF | 13'425 CHF | 99.37% | 99.37% |