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 | 49.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'443 | 250'000 | 15'069 CHF | 6'284 CHF | 99.38% | 99.38% |
19.11.2024 | 44.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'559 CHF | 6'890 CHF | 98.57% | 98.57% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.29% | 99.29% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'187 | 250'000 | 19'924 CHF | 7'500 CHF | 99.37% | 99.37% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'690 | 250'000 | 19'934 CHF | 7'500 CHF | 99.38% | 99.38% |
13.11.2024 | 39.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'912 | 250'000 | 20'378 CHF | 7'610 CHF | 99.36% | 99.36% |
12.11.2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'961 | 250'000 | 19'939 CHF | 7'515 CHF | 99.09% | 99.09% |
11.11.2024 | 39.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'393 CHF | 7'598 CHF | 99.24% | 99.24% |
08.11.2024 | 39.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'904 | 250'000 | 20'522 CHF | 7'661 CHF | 99.39% | 99.39% |
07.11.2024 | 33.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'510 CHF | 8'627 CHF | 99.27% | 99.27% |