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 | 24.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'214 CHF | 11'554 CHF | 99.17% | 99.17% |
19.11.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 976'603 | 250'000 | 39'563 CHF | 12'602 CHF | 99.15% | 99.15% |
18.11.2024 | 27.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 980'495 | 250'000 | 30'585 CHF | 10'308 CHF | 97.68% | 97.68% |
15.11.2024 | 33.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'928 CHF | 8'732 CHF | 99.30% | 99.30% |
14.11.2024 | 37.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'942 CHF | 7'985 CHF | 99.47% | 99.47% |
13.11.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 862'805 | 219'351 | 26'190 CHF | 8'850 CHF | 98.83% | 98.83% |
12.11.2024 | 30.97% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 491'102 | 125'000 | 13'494 CHF | 4'685 CHF | 95.13% | 95.13% |
11.11.2024 | 17.45% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 440'433 | 186'982 | 23'479 CHF | 12'294 CHF | 99.31% | 99.31% |
08.11.2024 | 13.04% | 0.07 CHF | 0.08 CHF | 338'000 | 175'000 | 352'563 | 182'689 | 25'283 CHF | 14'928 CHF | 96.61% | 96.61% |
07.11.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 363'000 | 188'000 | 362'602 | 187'627 | 25'441 CHF | 15'041 CHF | 99.23% | 99.23% |