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 | 50.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'899 CHF | 6'225 CHF | 99.38% | 99.38% |
19.11.2024 | 49.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'317 | 250'000 | 15'039 CHF | 6'285 CHF | 99.28% | 99.28% |
18.11.2024 | 50.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'133 | 250'000 | 14'875 CHF | 6'237 CHF | 99.29% | 99.29% |
15.11.2024 | 49.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'335 CHF | 6'334 CHF | 99.39% | 99.39% |
14.11.2024 | 40.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'666 CHF | 7'416 CHF | 99.38% | 99.38% |
13.11.2024 | 41.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'528 | 250'000 | 19'120 CHF | 7'317 CHF | 99.36% | 99.36% |
12.11.2024 | 40.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'843 | 250'000 | 19'755 CHF | 7'474 CHF | 99.07% | 99.07% |
11.11.2024 | 44.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'704 | 250'000 | 17'800 CHF | 6'970 CHF | 99.27% | 99.27% |
08.11.2024 | 39.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'101 CHF | 7'525 CHF | 99.37% | 99.37% |
07.11.2024 | 32.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'619 | 250'000 | 25'258 CHF | 8'861 CHF | 99.28% | 99.28% |