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 | 35.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'842 | 250'000 | 23'447 CHF | 8'407 CHF | 99.37% | 99.37% |
19.11.2024 | 33.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 981'460 | 250'000 | 24'640 CHF | 8'776 CHF | 99.09% | 99.09% |
18.11.2024 | 28.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'836 | 250'000 | 30'002 CHF | 10'028 CHF | 99.28% | 99.28% |
15.11.2024 | 24.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'587 | 250'000 | 36'299 CHF | 11'631 CHF | 99.38% | 99.38% |
14.11.2024 | 15.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 790'329 | 350'326 | 48'413 CHF | 26'082 CHF | 99.34% | 99.34% |
13.11.2024 | 11.90% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 632'856 | 328'009 | 50'041 CHF | 29'207 CHF | 99.39% | 99.39% |
12.11.2024 | 10.07% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 539'308 | 359'815 | 50'817 CHF | 38'443 CHF | 99.07% | 99.07% |
11.11.2024 | 8.28% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 437'889 | 437'889 | 50'790 CHF | 55'169 CHF | 99.21% | 99.21% |