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 | 27.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'565 | 250'000 | 31'777 CHF | 10'492 CHF | 99.37% | 99.37% |
19.11.2024 | 29.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'728 | 250'000 | 28'863 CHF | 9'740 CHF | 99.29% | 99.29% |
18.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.29% | 99.29% |
15.11.2024 | 22.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'121 | 250'000 | 39'451 CHF | 12'412 CHF | 99.38% | 99.38% |
14.11.2024 | 39.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'811 | 250'000 | 19'971 CHF | 7'514 CHF | 99.36% | 99.36% |
13.11.2024 | 39.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'948 | 250'000 | 20'440 CHF | 7'630 CHF | 99.36% | 99.36% |
12.11.2024 | 34.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'078 | 250'000 | 23'567 CHF | 8'460 CHF | 99.09% | 99.09% |
11.11.2024 | 32.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'075 | 250'000 | 26'402 CHF | 9'152 CHF | 91.15% | 91.15% |
08.11.2024 | 42.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'064 | 250'000 | 18'557 CHF | 7'174 CHF | 99.38% | 99.38% |
07.11.2024 | 42.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'095 | 250'000 | 18'626 CHF | 7'176 CHF | 99.27% | 99.27% |