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 | 38.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'226 CHF | 7'806 CHF | 99.46% | 99.46% |
19.11.2024 | 33.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'253 CHF | 8'813 CHF | 99.22% | 99.22% |
18.11.2024 | 39.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'065 | 250'000 | 20'216 CHF | 7'614 CHF | 98.41% | 98.41% |
15.11.2024 | 33.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'510 CHF | 8'628 CHF | 99.39% | 99.39% |
14.11.2024 | 32.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'155 | 250'000 | 26'038 CHF | 9'076 CHF | 98.79% | 98.79% |
13.11.2024 | 26.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 886'827 | 222'902 | 29'154 CHF | 9'553 CHF | 98.44% | 98.44% |
12.11.2024 | 30.26% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 497'128 | 125'000 | 14'073 CHF | 4'790 CHF | 98.45% | 98.45% |
11.11.2024 | 24.20% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 500'000 | 127'857 | 18'277 CHF | 5'962 CHF | 99.28% | 99.28% |
08.11.2024 | 15.68% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 432'810 | 215'537 | 25'488 CHF | 14'905 CHF | 99.50% | 99.50% |
07.11.2024 | 21.63% | 0.06 CHF | 0.07 CHF | 500'000 | 250'000 | 498'071 | 143'569 | 20'759 CHF | 7'612 CHF | 99.25% | 99.25% |