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 | 62.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'129 CHF | 5'282 CHF | 99.80% | 99.80% |
19.11.2024 | 54.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'896 | 250'000 | 13'420 CHF | 5'882 CHF | 99.70% | 99.70% |
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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.80% | 99.80% |
14.11.2024 | 64.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'552 CHF | 5'138 CHF | 99.81% | 99.81% |
13.11.2024 | 60.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'993 CHF | 5'498 CHF | 99.80% | 99.80% |
12.11.2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'403 | 250'000 | 14'735 CHF | 6'239 CHF | 99.49% | 99.49% |
11.11.2024 | 62.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'106 CHF | 5'277 CHF | 99.71% | 99.71% |
08.11.2024 | 65.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'410 CHF | 5'103 CHF | 99.80% | 99.80% |
07.11.2024 | 66.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'672 | 250'000 | 9'972 CHF | 5'001 CHF | 95.68% | 95.68% |