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 | 35.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'712 | 250'000 | 23'496 CHF | 8'407 CHF | 99.36% | 99.36% |
19.11.2024 | 31.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'421 CHF | 9'355 CHF | 99.28% | 99.28% |
18.11.2024 | 34.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'131 CHF | 8'533 CHF | 99.22% | 99.22% |
15.11.2024 | 29.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'200 | 249'992 | 28'481 CHF | 9'656 CHF | 99.38% | 99.38% |
14.11.2024 | 24.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'954 | 250'000 | 35'683 CHF | 11'459 CHF | 99.35% | 99.35% |
13.11.2024 | 19.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 977'421 | 390'170 | 45'760 CHF | 22'833 CHF | 99.36% | 99.36% |
12.11.2024 | 9.72% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 519'582 | 396'936 | 50'967 CHF | 44'008 CHF | 99.05% | 99.05% |
11.11.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 546'507 | 383'234 | 50'842 CHF | 40'135 CHF | 99.26% | 99.26% |
08.11.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 384'042 | 384'042 | 52'147 CHF | 55'988 CHF | 99.38% | 99.38% |
07.11.2024 | 5.97% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 320'734 | 320'731 | 52'146 CHF | 55'353 CHF | 99.25% | 99.25% |