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 | 40.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'630 CHF | 7'408 CHF | 99.38% | 99.38% |
19.11.2024 | 39.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'682 | 250'000 | 20'069 CHF | 7'549 CHF | 99.29% | 99.29% |
18.11.2024 | 32.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'475 | 250'000 | 25'957 CHF | 9'018 CHF | 99.29% | 99.29% |
15.11.2024 | 28.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'105 CHF | 10'026 CHF | 99.39% | 99.39% |
14.11.2024 | 32.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'754 CHF | 8'939 CHF | 99.35% | 99.35% |
13.11.2024 | 28.65% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'692 | 250'000 | 30'122 CHF | 10'085 CHF | 99.38% | 99.38% |
12.11.2024 | 21.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'951 | 259'319 | 41'791 CHF | 13'611 CHF | 99.10% | 99.10% |
11.11.2024 | 14.73% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 805'501 | 410'332 | 50'664 CHF | 29'927 CHF | 99.28% | 99.28% |
08.11.2024 | 14.01% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 759'757 | 387'679 | 50'387 CHF | 29'596 CHF | 99.38% | 99.38% |
07.11.2024 | 10.57% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 572'236 | 357'072 | 51'278 CHF | 36'284 CHF | 99.27% | 99.27% |