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 | 68.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'710 CHF | 4'927 CHF | 99.97% | 99.97% |
19.11.2024 | 66.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'978 CHF | 4'994 CHF | 99.82% | 99.82% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'530 | 250'000 | 9'925 CHF | 5'000 CHF | 99.91% | 99.91% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'822 | 250'000 | 9'868 CHF | 5'000 CHF | 100.00% | 100.00% |
14.11.2024 | 57.56% | 0.01 CHF | 0.02 CHF | 850'000 | 250'000 | 762'820 | 250'000 | 9'583 CHF | 5'683 CHF | 99.61% | 99.61% |
13.11.2024 | 49.80% | 0.02 CHF | 0.03 CHF | 675'000 | 250'000 | 616'163 | 250'000 | 9'291 CHF | 6'275 CHF | 99.96% | 99.96% |
12.11.2024 | 43.57% | 0.02 CHF | 0.03 CHF | 575'000 | 250'000 | 456'880 | 250'000 | 8'212 CHF | 7'053 CHF | 99.79% | 99.79% |
11.11.2024 | 34.67% | 0.03 CHF | 0.04 CHF | 300'000 | 250'000 | 311'941 | 248'695 | 7'436 CHF | 8'521 CHF | 99.81% | 99.81% |
08.11.2024 | 31.29% | 0.03 CHF | 0.04 CHF | 300'000 | 250'000 | 273'295 | 243'901 | 7'354 CHF | 9'051 CHF | 99.80% | 99.80% |
07.11.2024 | 25.02% | 0.03 CHF | 0.04 CHF | 225'000 | 225'000 | 203'635 | 203'635 | 7'130 CHF | 9'166 CHF | 99.88% | 99.88% |