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 | 34.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'382 | 250'000 | 23'726 CHF | 8'473 CHF | 99.38% | 99.38% |
19.11.2024 | 34.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'710 | 250'000 | 24'062 CHF | 8'542 CHF | 98.57% | 98.57% |
18.11.2024 | 32.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'402 CHF | 8'850 CHF | 99.28% | 99.28% |
15.11.2024 | 33.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'099 | 250'000 | 24'744 CHF | 8'723 CHF | 99.38% | 99.38% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'626 | 250'000 | 19'893 CHF | 7'500 CHF | 99.35% | 99.35% |
13.11.2024 | 39.69% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'685 | 250'000 | 20'124 CHF | 7'557 CHF | 99.39% | 99.39% |
12.11.2024 | 33.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'279 | 250'000 | 24'396 CHF | 8'628 CHF | 99.07% | 99.07% |
11.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.28% | 99.28% |
08.11.2024 | 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% |
07.11.2024 | 27.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'975 | 250'000 | 31'109 CHF | 10'315 CHF | 99.26% | 99.26% |