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 | 28.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'703 | 250'000 | 30'441 CHF | 10'150 CHF | 99.39% | 99.39% |
19.11.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'982 CHF | 12'496 CHF | 99.29% | 99.29% |
18.11.2024 | 23.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'335 CHF | 12'084 CHF | 99.30% | 99.30% |
15.11.2024 | 32.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'244 | 250'000 | 26'320 CHF | 9'110 CHF | 99.39% | 99.39% |
14.11.2024 | 27.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'203 | 250'000 | 30'903 CHF | 10'254 CHF | 99.34% | 99.34% |
13.11.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'108 | 250'000 | 29'831 CHF | 9'987 CHF | 99.38% | 99.38% |
12.11.2024 | 28.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'715 | 250'000 | 30'239 CHF | 10'145 CHF | 99.07% | 99.07% |
11.11.2024 | 28.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'224 CHF | 10'056 CHF | 99.30% | 99.30% |
08.11.2024 | 21.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'243 | 250'000 | 41'324 CHF | 12'907 CHF | 99.39% | 99.39% |
07.11.2024 | 26.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'455 | 250'000 | 32'826 CHF | 10'733 CHF | 99.26% | 99.26% |