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 | 29.56% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 43'702 CHF | 9'784 CHF | 99.38% | 99.38% |
19.11.2024 | 27.13% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 48'399 CHF | 10'567 CHF | 99.38% | 99.38% |
18.11.2024 | 26.83% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 49'103 CHF | 10'684 CHF | 99.25% | 99.25% |
15.11.2024 | 25.30% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 52'739 CHF | 11'290 CHF | 99.38% | 99.38% |
14.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 60'000 CHF | 12'500 CHF | 99.37% | 99.37% |
13.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 60'000 CHF | 12'500 CHF | 99.37% | 99.37% |
12.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 60'000 CHF | 12'500 CHF | 99.38% | 99.38% |
11.11.2024 | 27.01% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 48'681 CHF | 10'614 CHF | 99.37% | 99.37% |
08.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 60'000 CHF | 12'500 CHF | 99.37% | 99.37% |
07.11.2024 | 23.26% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 57'556 CHF | 12'093 CHF | 98.37% | 98.37% |