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 | 28.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'815 CHF | 9'954 CHF | 99.33% | 99.33% |
19.11.2024 | 32.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'253 | 250'000 | 25'281 CHF | 8'900 CHF | 98.70% | 98.70% |
18.11.2024 | 37.70% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'726 CHF | 7'932 CHF | 99.25% | 99.25% |
15.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'623 | 250'000 | 24'947 CHF | 8'752 CHF | 99.35% | 99.35% |
14.11.2024 | 25.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 984'002 | 250'000 | 34'045 CHF | 11'151 CHF | 99.27% | 99.27% |
13.11.2024 | 30.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 864'034 | 219'695 | 24'638 CHF | 8'455 CHF | 99.14% | 99.14% |
12.11.2024 | 33.38% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 488'012 | 125'000 | 12'181 CHF | 4'370 CHF | 99.09% | 99.09% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 10'000 CHF | 3'750 CHF | 99.12% | 99.12% |
08.11.2024 | 46.48% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 8'379 CHF | 3'345 CHF | 99.29% | 99.29% |
07.11.2024 | 48.25% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 491'842 | 125'000 | 7'796 CHF | 3'235 CHF | 99.29% | 99.29% |