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 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'323 | 250'000 | 24'829 CHF | 8'749 CHF | 99.38% | 99.38% |
19.11.2024 | 34.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'647 | 250'000 | 23'658 CHF | 8'442 CHF | 99.30% | 99.30% |
18.11.2024 | 40.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'808 CHF | 7'452 CHF | 99.28% | 99.28% |
15.11.2024 | 39.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'199 | 250'000 | 20'153 CHF | 7'567 CHF | 99.37% | 99.37% |
14.11.2024 | 29.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'648 | 250'000 | 29'004 CHF | 9'791 CHF | 99.34% | 99.34% |
13.11.2024 | 30.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'784 | 250'000 | 28'275 CHF | 9'601 CHF | 99.38% | 99.38% |
12.11.2024 | 32.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 979'855 | 246'135 | 25'398 CHF | 8'840 CHF | 99.06% | 99.06% |