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 | 39.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'918 | 250'000 | 20'332 CHF | 7'618 CHF | 99.38% | 99.38% |
19.11.2024 | 34.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'339 | 250'000 | 23'985 CHF | 8'525 CHF | 99.25% | 99.25% |
18.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.29% | 99.29% |
15.11.2024 | 31.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'583 | 250'000 | 26'563 CHF | 9'189 CHF | 99.39% | 99.39% |
14.11.2024 | 34.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'087 | 249'996 | 23'721 CHF | 8'467 CHF | 99.35% | 99.35% |
13.11.2024 | 29.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 980'048 | 250'000 | 28'630 CHF | 9'814 CHF | 97.41% | 97.41% |
12.11.2024 | 22.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'662 | 250'000 | 39'614 CHF | 12'457 CHF | 99.08% | 99.08% |
11.11.2024 | 21.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 996'417 | 250'000 | 41'651 CHF | 12'949 CHF | 99.30% | 99.30% |
08.11.2024 | 20.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 998'501 | 293'144 | 44'898 CHF | 16'316 CHF | 99.38% | 99.38% |
07.11.2024 | 16.23% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 895'407 | 451'258 | 50'681 CHF | 30'075 CHF | 99.26% | 99.26% |