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 | 39.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'329 CHF | 7'582 CHF | 99.39% | 99.39% |
19.11.2024 | 36.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'106 | 250'000 | 22'818 CHF | 8'241 CHF | 99.29% | 99.29% |
18.11.2024 | 30.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'820 | 250'000 | 28'206 CHF | 9'578 CHF | 99.29% | 99.29% |
15.11.2024 | 26.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'144 CHF | 10'786 CHF | 99.39% | 99.39% |
14.11.2024 | 30.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'518 | 250'000 | 27'283 CHF | 9'377 CHF | 99.37% | 99.37% |
13.11.2024 | 28.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'108 | 250'000 | 30'715 CHF | 10'231 CHF | 99.38% | 99.38% |
12.11.2024 | 23.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'652 | 250'000 | 36'685 CHF | 11'727 CHF | 99.08% | 99.08% |
11.11.2024 | 19.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'368 | 359'837 | 47'112 CHF | 20'862 CHF | 99.25% | 99.25% |
08.11.2024 | 19.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'182 | 368'419 | 47'294 CHF | 21'369 CHF | 99.39% | 99.39% |
07.11.2024 | 18.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'224 | 405'189 | 47'737 CHF | 23'765 CHF | 99.29% | 99.29% |