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 | 64.30% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 949'702 | 250'000 | 9'956 CHF | 5'178 CHF | 97.86% | 97.86% |
19.11.2024 | 51.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'933 | 250'000 | 14'382 CHF | 6'123 CHF | 99.32% | 99.32% |
18.11.2024 | 59.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'110 | 250'000 | 12'027 CHF | 5'514 CHF | 98.77% | 98.77% |
15.11.2024 | 64.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'504 CHF | 5'126 CHF | 100.00% | 100.00% |
14.11.2024 | 66.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'056 | 250'000 | 10'107 CHF | 5'042 CHF | 98.26% | 98.26% |
13.11.2024 | 64.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'762 CHF | 5'190 CHF | 99.60% | 99.60% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'224 | 250'000 | 9'842 CHF | 5'000 CHF | 100.00% | 100.00% |
08.11.2024 | 61.61% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 973'588 | 250'000 | 11'254 CHF | 5'380 CHF | 84.82% | 84.82% |
07.11.2024 | 63.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'979 CHF | 5'245 CHF | 100.00% | 100.00% |