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 | 49.07% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 949'703 | 250'000 | 14'563 CHF | 6'366 CHF | 97.86% | 97.86% |
19.11.2024 | 41.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'908 | 250'000 | 19'094 CHF | 7'315 CHF | 99.32% | 99.32% |
18.11.2024 | 49.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'122 | 250'000 | 15'164 CHF | 6'302 CHF | 98.78% | 98.78% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'001 CHF | 6'250 CHF | 100.00% | 100.00% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'063 | 250'000 | 14'925 CHF | 6'250 CHF | 98.26% | 98.26% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'001 CHF | 6'250 CHF | 99.60% | 99.60% |
12.11.2024 | 50.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'920 CHF | 6'230 CHF | 100.00% | 100.00% |
11.11.2024 | 65.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'252 | 250'000 | 10'061 CHF | 5'074 CHF | 100.00% | 100.00% |
08.11.2024 | 49.85% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 973'615 | 250'000 | 14'679 CHF | 6'269 CHF | 84.81% | 84.81% |
07.11.2024 | 49.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'220 CHF | 6'305 CHF | 100.00% | 100.00% |