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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 38.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'782 CHF | 7'696 CHF | 99.36% | 99.36% |
20.11.2024 | 35.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'290 | 250'000 | 23'062 CHF | 8'294 CHF | 99.38% | 99.38% |
19.11.2024 | 28.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'676 | 250'000 | 30'895 CHF | 10'249 CHF | 99.23% | 99.23% |
18.11.2024 | 29.67% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'848 CHF | 9'712 CHF | 99.25% | 99.25% |
15.11.2024 | 28.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'881 | 250'000 | 30'293 CHF | 10'112 CHF | 99.38% | 99.38% |
14.11.2024 | 28.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'295 | 250'000 | 30'095 CHF | 10'059 CHF | 99.39% | 99.39% |
13.11.2024 | 26.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'661 | 250'000 | 32'510 CHF | 10'662 CHF | 99.37% | 99.37% |
12.11.2024 | 28.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'026 | 250'000 | 29'988 CHF | 10'079 CHF | 99.04% | 99.04% |
11.11.2024 | 28.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'713 CHF | 9'928 CHF | 99.23% | 99.23% |
08.11.2024 | 18.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 965'857 | 385'832 | 47'390 CHF | 23'323 CHF | 99.39% | 99.39% |