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 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.39% | 99.39% |
19.11.2024 | 32.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'774 | 250'000 | 25'248 CHF | 8'851 CHF | 99.26% | 99.26% |
18.11.2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'503 | 250'000 | 29'976 CHF | 10'028 CHF | 99.29% | 99.29% |
15.11.2024 | 25.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'769 CHF | 10'942 CHF | 99.38% | 99.38% |
14.11.2024 | 27.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'065 CHF | 10'266 CHF | 99.39% | 99.39% |
13.11.2024 | 26.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'795 | 250'000 | 33'337 CHF | 10'897 CHF | 99.36% | 99.36% |
12.11.2024 | 22.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'097 | 256'893 | 38'606 CHF | 12'565 CHF | 99.08% | 99.08% |
11.11.2024 | 19.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'059 | 353'695 | 46'889 CHF | 20'463 CHF | 99.29% | 99.29% |
08.11.2024 | 19.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'382 | 343'602 | 46'980 CHF | 20'188 CHF | 99.39% | 99.39% |
07.11.2024 | 16.33% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 899'731 | 450'384 | 50'615 CHF | 29'864 CHF | 99.26% | 99.26% |