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 | 33.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'197 | 250'000 | 24'957 CHF | 8'782 CHF | 99.38% | 99.38% |
19.11.2024 | 32.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 980'904 | 250'000 | 25'599 CHF | 9'019 CHF | 99.27% | 99.27% |
18.11.2024 | 31.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'017 CHF | 9'254 CHF | 99.23% | 99.23% |
15.11.2024 | 24.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'951 | 250'000 | 36'670 CHF | 11'728 CHF | 99.38% | 99.38% |
14.11.2024 | 32.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'447 | 250'000 | 25'680 CHF | 8'955 CHF | 99.34% | 99.34% |
13.11.2024 | 27.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'578 | 250'000 | 30'992 CHF | 10'289 CHF | 99.38% | 99.38% |
12.11.2024 | 23.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'909 | 254'066 | 37'716 CHF | 12'204 CHF | 99.08% | 99.08% |
11.11.2024 | 15.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 857'604 | 434'030 | 49'873 CHF | 29'583 CHF | 99.27% | 99.27% |