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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 40.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'767 | 250'000 | 19'764 CHF | 7'477 CHF | 99.14% | 99.14% |
29.10.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'833 | 250'000 | 19'857 CHF | 7'500 CHF | 99.38% | 99.38% |
28.10.2024 | 38.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'748 | 250'000 | 20'778 CHF | 7'726 CHF | 99.31% | 99.31% |
25.10.2024 | 35.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'701 CHF | 8'425 CHF | 99.39% | 99.39% |
24.10.2024 | 35.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'678 CHF | 8'420 CHF | 95.27% | 95.27% |
23.10.2024 | 36.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'408 CHF | 8'102 CHF | 99.38% | 99.38% |
22.10.2024 | 33.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'356 | 250'000 | 24'859 CHF | 8'744 CHF | 97.97% | 97.97% |
21.10.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'001 CHF | 8'750 CHF | 99.27% | 99.27% |
18.10.2024 | 33.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'822 | 250'000 | 25'078 CHF | 8'797 CHF | 99.39% | 99.39% |
17.10.2024 | 37.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'611 | 250'000 | 22'079 CHF | 8'047 CHF | 99.24% | 99.24% |