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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 45.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'411 CHF | 6'853 CHF | 99.39% | 99.39% |
20.11.2024 | 20.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'847 | 260'534 | 43'190 CHF | 14'009 CHF | 99.37% | 99.37% |
19.11.2024 | 20.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'398 | 329'637 | 44'665 CHF | 18'533 CHF | 99.26% | 99.26% |
18.11.2024 | 15.69% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 861'929 | 437'720 | 50'632 CHF | 30'084 CHF | 99.30% | 99.30% |
15.11.2024 | 16.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 897'099 | 455'367 | 50'493 CHF | 30'181 CHF | 99.39% | 99.39% |
14.11.2024 | 15.73% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 864'956 | 436'280 | 50'657 CHF | 29'907 CHF | 99.34% | 99.34% |
13.11.2024 | 16.19% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 895'667 | 453'175 | 50'845 CHF | 30'254 CHF | 99.35% | 99.35% |
12.11.2024 | 15.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 863'345 | 436'378 | 49'614 CHF | 29'465 CHF | 99.08% | 99.08% |