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 | 28.28% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'685 CHF | 6'069 CHF | 99.38% | 99.38% |
19.11.2024 | 26.77% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 49'245 CHF | 6'424 CHF | 99.38% | 99.38% |
18.11.2024 | 22.32% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 59'772 CHF | 7'477 CHF | 99.26% | 99.26% |
15.11.2024 | 25.72% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 51'740 CHF | 6'674 CHF | 99.38% | 99.38% |
14.11.2024 | 28.91% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'392 CHF | 6'039 CHF | 99.37% | 99.37% |
13.11.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 44'955 CHF | 5'996 CHF | 99.38% | 99.38% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.38% | 99.38% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.38% | 99.38% |
08.11.2024 | 23.88% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 56'072 CHF | 7'107 CHF | 99.38% | 99.38% |
07.11.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'091 CHF | 6'009 CHF | 98.38% | 98.38% |