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 | 32.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'624 CHF | 8'906 CHF | 99.37% | 99.37% |
19.11.2024 | 33.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'296 | 250'000 | 24'747 CHF | 8'729 CHF | 99.27% | 99.27% |
18.11.2024 | 30.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'128 | 250'000 | 28'149 CHF | 9'574 CHF | 99.27% | 99.27% |
15.11.2024 | 27.70% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'220 CHF | 10'305 CHF | 99.38% | 99.38% |
14.11.2024 | 30.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'898 CHF | 9'474 CHF | 99.35% | 99.35% |
13.11.2024 | 24.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'413 CHF | 11'603 CHF | 99.38% | 99.38% |
12.11.2024 | 25.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'798 | 250'000 | 34'695 CHF | 11'237 CHF | 99.05% | 99.05% |
11.11.2024 | 22.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'785 | 250'000 | 39'323 CHF | 12'383 CHF | 99.27% | 99.27% |
08.11.2024 | 28.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'193 CHF | 10'048 CHF | 99.38% | 99.38% |
07.11.2024 | 30.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'615 | 250'000 | 27'503 CHF | 9'426 CHF | 99.28% | 99.28% |