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 | 38.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'744 | 250'000 | 21'088 CHF | 7'818 CHF | 99.11% | 99.11% |
19.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'159 | 250'000 | 24'679 CHF | 8'750 CHF | 98.69% | 98.69% |
18.11.2024 | 33.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'043 CHF | 8'761 CHF | 99.38% | 99.38% |
15.11.2024 | 30.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'280 | 250'000 | 27'533 CHF | 9'400 CHF | 99.35% | 99.35% |
14.11.2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'993 | 250'000 | 24'726 CHF | 8'763 CHF | 98.71% | 98.71% |
13.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 867'548 | 219'464 | 21'689 CHF | 7'681 CHF | 98.39% | 98.39% |
12.11.2024 | 32.44% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 489'900 | 125'000 | 12'717 CHF | 4'492 CHF | 98.58% | 98.58% |
11.11.2024 | 28.58% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 14'998 CHF | 4'999 CHF | 99.21% | 99.21% |
08.11.2024 | 25.01% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 17'493 CHF | 5'623 CHF | 99.46% | 99.46% |
07.11.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 491'753 | 125'000 | 19'706 CHF | 6'259 CHF | 99.31% | 99.31% |