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 | 36.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'776 CHF | 8'194 CHF | 99.97% | 99.97% |
19.11.2024 | 33.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'819 CHF | 8'705 CHF | 99.85% | 99.85% |
18.11.2024 | 36.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'592 CHF | 8'148 CHF | 99.88% | 99.88% |
15.11.2024 | 33.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'944 CHF | 8'736 CHF | 100.00% | 100.00% |
14.11.2024 | 32.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'705 CHF | 8'926 CHF | 99.64% | 99.64% |
13.11.2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'216 CHF | 10'054 CHF | 99.96% | 99.96% |
12.11.2024 | 26.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'105 CHF | 10'776 CHF | 99.83% | 99.83% |
11.11.2024 | 32.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'289 | 250'000 | 25'564 CHF | 8'945 CHF | 99.80% | 99.80% |
08.11.2024 | 29.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'681 CHF | 9'670 CHF | 99.81% | 99.81% |
07.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.90% | 99.90% |