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 | 38.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'533 | 250'000 | 20'768 CHF | 7'726 CHF | 99.38% | 99.38% |
19.11.2024 | 41.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'881 | 250'000 | 19'216 CHF | 7'320 CHF | 99.27% | 99.27% |
18.11.2024 | 33.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'337 CHF | 8'834 CHF | 99.25% | 99.25% |
15.11.2024 | 32.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'069 | 250'000 | 25'561 CHF | 8'921 CHF | 99.38% | 99.38% |
14.11.2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'890 | 250'000 | 14'945 CHF | 6'252 CHF | 99.35% | 99.35% |
13.11.2024 | 49.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'187 | 248'360 | 15'080 CHF | 6'270 CHF | 99.39% | 99.39% |