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 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'471 | 250'000 | 24'887 CHF | 8'750 CHF | 99.37% | 99.37% |
19.11.2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'052 CHF | 8'763 CHF | 98.56% | 98.56% |
18.11.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'968 CHF | 9'992 CHF | 99.28% | 99.28% |
15.11.2024 | 29.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'098 | 250'000 | 28'825 CHF | 9'735 CHF | 99.38% | 99.38% |
14.11.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'970 CHF | 9'993 CHF | 99.37% | 99.37% |
13.11.2024 | 30.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'925 | 250'000 | 28'104 CHF | 9'549 CHF | 99.36% | 99.36% |
12.11.2024 | 28.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'226 | 250'000 | 30'527 CHF | 10'175 CHF | 99.04% | 99.04% |
11.11.2024 | 26.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'118 CHF | 10'779 CHF | 99.23% | 99.23% |
08.11.2024 | 27.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'883 | 250'000 | 31'652 CHF | 10'459 CHF | 99.39% | 99.39% |
07.11.2024 | 25.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'734 CHF | 11'184 CHF | 99.26% | 99.26% |