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 | 37.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'512 CHF | 7'878 CHF | 99.39% | 99.39% |
19.11.2024 | 39.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 984'980 | 250'000 | 19'859 CHF | 7'540 CHF | 98.26% | 98.26% |
18.11.2024 | 35.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'658 | 250'000 | 24'012 CHF | 8'530 CHF | 99.29% | 99.29% |
15.11.2024 | 22.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'101 CHF | 12'275 CHF | 99.37% | 99.37% |
14.11.2024 | 25.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'110 CHF | 11'278 CHF | 99.36% | 99.36% |
13.11.2024 | 24.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'722 | 250'000 | 35'494 CHF | 11'437 CHF | 99.39% | 99.39% |
12.11.2024 | 20.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'303 | 256'107 | 42'400 CHF | 13'501 CHF | 99.07% | 99.07% |
11.11.2024 | 15.30% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 841'483 | 426'218 | 50'806 CHF | 29'995 CHF | 99.27% | 99.27% |
08.11.2024 | 16.33% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 903'544 | 449'426 | 50'839 CHF | 29'824 CHF | 99.38% | 99.38% |
07.11.2024 | 21.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'990 | 273'805 | 41'264 CHF | 14'279 CHF | 99.24% | 99.24% |