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 | 58.63% | 0.02 CHF | 0.03 CHF | 700'000 | 250'000 | 781'874 | 250'000 | 9'496 CHF | 5'603 CHF | 99.96% | 99.96% |
19.11.2024 | 51.67% | 0.02 CHF | 0.03 CHF | 625'000 | 250'000 | 619'797 | 250'000 | 8'878 CHF | 6'127 CHF | 99.81% | 99.81% |
18.11.2024 | 51.06% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 714'489 | 250'000 | 10'421 CHF | 6'170 CHF | 99.92% | 99.92% |
15.11.2024 | 53.41% | 0.01 CHF | 0.02 CHF | 925'000 | 250'000 | 793'362 | 250'000 | 10'981 CHF | 5'994 CHF | 100.00% | 100.00% |
14.11.2024 | 54.69% | 0.01 CHF | 0.02 CHF | 900'000 | 250'000 | 855'111 | 250'000 | 11'558 CHF | 5'898 CHF | 99.52% | 99.52% |
13.11.2024 | 58.68% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 874'866 | 250'000 | 10'569 CHF | 5'599 CHF | 99.96% | 99.96% |
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 | 99.82% | 99.82% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.81% | 99.81% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.86% | 99.86% |
07.11.2024 | 66.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'728 | 250'000 | 10'080 CHF | 5'021 CHF | 99.90% | 99.90% |