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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'115 | 250'000 | 29'823 CHF | 10'000 CHF | 99.39% | 99.39% |
19.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'639 | 250'000 | 29'899 CHF | 10'000 CHF | 99.24% | 99.24% |
18.11.2024 | 28.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'348 CHF | 10'087 CHF | 99.31% | 99.31% |
15.11.2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'843 | 250'000 | 35'089 CHF | 11'317 CHF | 99.38% | 99.38% |
14.11.2024 | 28.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'253 | 250'000 | 29'940 CHF | 10'021 CHF | 99.39% | 99.39% |
13.11.2024 | 28.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'470 | 250'000 | 30'192 CHF | 10'082 CHF | 99.39% | 99.39% |
12.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'569 | 250'000 | 34'600 CHF | 11'250 CHF | 99.09% | 99.09% |
11.11.2024 | 24.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'046 CHF | 11'262 CHF | 99.24% | 99.24% |
08.11.2024 | 24.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'825 | 250'000 | 36'317 CHF | 11'650 CHF | 99.39% | 99.39% |
07.11.2024 | 22.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'947 | 250'000 | 40'282 CHF | 12'611 CHF | 99.22% | 99.22% |