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 | 33.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'541 | 250'000 | 24'732 CHF | 8'755 CHF | 98.76% | 98.76% |
19.11.2024 | 34.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'911 | 250'000 | 24'262 CHF | 8'579 CHF | 96.66% | 96.66% |
18.11.2024 | 35.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 976'772 | 250'000 | 23'971 CHF | 8'641 CHF | 99.32% | 99.32% |
15.11.2024 | 42.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'878 | 250'000 | 18'986 CHF | 7'247 CHF | 98.25% | 98.25% |
14.11.2024 | 35.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'816 | 250'000 | 23'257 CHF | 8'340 CHF | 95.71% | 95.71% |
13.11.2024 | 39.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 885'735 | 222'854 | 17'766 CHF | 6'698 CHF | 97.52% | 97.52% |
12.11.2024 | 28.50% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 15'155 CHF | 5'039 CHF | 99.41% | 99.41% |
11.11.2024 | 40.95% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 491'598 | 125'000 | 9'595 CHF | 3'691 CHF | 99.36% | 99.36% |
08.11.2024 | 30.98% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 498'608 | 125'000 | 13'741 CHF | 4'694 CHF | 97.79% | 97.79% |
07.11.2024 | 27.91% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 499'992 | 125'000 | 15'489 CHF | 5'122 CHF | 95.51% | 95.51% |