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 | 67.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'850 CHF | 4'962 CHF | 99.80% | 99.80% |
19.11.2024 | 68.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'806 | 250'000 | 9'644 CHF | 4'929 CHF | 99.72% | 99.72% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.70% | 99.70% |
15.11.2024 | 57.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'662 CHF | 5'665 CHF | 99.79% | 99.79% |
14.11.2024 | 63.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'905 CHF | 5'226 CHF | 99.81% | 99.81% |
13.11.2024 | 54.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'720 CHF | 5'930 CHF | 99.80% | 99.80% |
12.11.2024 | 56.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'380 | 250'000 | 12'971 CHF | 5'788 CHF | 99.49% | 99.49% |
11.11.2024 | 57.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'706 CHF | 5'677 CHF | 99.71% | 99.71% |
08.11.2024 | 49.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'324 CHF | 6'331 CHF | 99.81% | 99.81% |
07.11.2024 | 35.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'663 | 250'000 | 22'992 CHF | 8'269 CHF | 95.69% | 95.69% |