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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'749 | 250'000 | 19'855 CHF | 7'500 CHF | 99.39% | 99.39% |
20.11.2024 | 39.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'444 | 250'000 | 20'298 CHF | 7'598 CHF | 99.38% | 99.38% |
19.11.2024 | 34.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'455 CHF | 8'614 CHF | 99.29% | 99.29% |
18.11.2024 | 29.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'123 CHF | 9'781 CHF | 99.28% | 99.28% |
15.11.2024 | 28.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'192 | 250'000 | 29'789 CHF | 9'976 CHF | 99.37% | 99.37% |
14.11.2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'990 | 250'000 | 30'020 CHF | 10'028 CHF | 99.35% | 99.35% |
13.11.2024 | 27.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'938 | 250'000 | 32'099 CHF | 10'552 CHF | 99.36% | 99.36% |
12.11.2024 | 22.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'098 | 250'000 | 39'591 CHF | 12'449 CHF | 99.07% | 99.07% |
11.11.2024 | 20.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 258'935 | 43'351 CHF | 13'849 CHF | 99.26% | 99.26% |
08.11.2024 | 20.65% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'954 | 292'936 | 43'392 CHF | 15'967 CHF | 99.38% | 99.38% |