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 | 31.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'396 | 250'000 | 26'873 CHF | 9'268 CHF | 99.38% | 99.38% |
19.11.2024 | 29.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'666 | 250'000 | 28'561 CHF | 9'673 CHF | 98.59% | 98.59% |
18.11.2024 | 21.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'186 CHF | 12'797 CHF | 99.27% | 99.27% |
15.11.2024 | 25.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'052 | 250'000 | 34'330 CHF | 11'136 CHF | 99.39% | 99.39% |
14.11.2024 | 39.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'670 | 250'000 | 20'198 CHF | 7'576 CHF | 99.34% | 99.34% |
13.11.2024 | 33.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'939 | 250'000 | 24'748 CHF | 8'723 CHF | 99.35% | 99.35% |
12.11.2024 | 29.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'291 | 250'000 | 29'101 CHF | 9'811 CHF | 99.08% | 99.08% |
11.11.2024 | 23.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'593 CHF | 11'898 CHF | 99.28% | 99.28% |
08.11.2024 | 24.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'602 | 253'025 | 35'051 CHF | 11'509 CHF | 99.38% | 99.38% |
07.11.2024 | 14.95% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 812'768 | 415'041 | 50'255 CHF | 29'909 CHF | 99.25% | 99.25% |