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 | 27.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'399 CHF | 10'350 CHF | 100.00% | 100.00% |
19.11.2024 | 25.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'003 CHF | 11'251 CHF | 99.91% | 99.91% |
18.11.2024 | 22.66% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'217 CHF | 12'304 CHF | 99.88% | 99.88% |
15.11.2024 | 20.53% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 254'731 | 43'820 CHF | 13'723 CHF | 100.00% | 100.00% |
14.11.2024 | 18.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 985'933 | 391'676 | 47'848 CHF | 23'284 CHF | 100.00% | 100.00% |
13.11.2024 | 20.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'399 | 268'953 | 44'297 CHF | 14'686 CHF | 100.00% | 100.00% |
12.11.2024 | 16.75% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 922'706 | 473'568 | 50'478 CHF | 30'645 CHF | 99.71% | 99.71% |
11.11.2024 | 13.59% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 735'323 | 378'753 | 50'405 CHF | 29'762 CHF | 99.84% | 99.84% |