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 | 48.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'671 | 250'000 | 15'635 CHF | 6'436 CHF | 99.39% | 99.39% |
19.11.2024 | 42.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 981'600 | 250'000 | 18'446 CHF | 7'204 CHF | 99.07% | 99.07% |
18.11.2024 | 37.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'974 | 250'000 | 21'545 CHF | 7'905 CHF | 99.27% | 99.27% |
15.11.2024 | 32.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'531 | 250'000 | 25'904 CHF | 9'016 CHF | 99.39% | 99.39% |
14.11.2024 | 20.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 952'190 | 383'642 | 44'306 CHF | 22'840 CHF | 99.34% | 99.34% |
13.11.2024 | 15.71% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 862'197 | 436'962 | 50'598 CHF | 30'004 CHF | 99.38% | 99.38% |
12.11.2024 | 13.15% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 711'584 | 372'219 | 50'517 CHF | 30'273 CHF | 99.05% | 99.05% |
11.11.2024 | 10.67% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 565'872 | 319'399 | 50'278 CHF | 31'894 CHF | 99.22% | 99.22% |