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 | 68.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'391 | 250'000 | 9'650 CHF | 4'924 CHF | 99.38% | 99.38% |
19.11.2024 | 78.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'226 CHF | 4'556 CHF | 99.26% | 99.26% |
18.11.2024 | 92.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'053 CHF | 4'013 CHF | 99.30% | 99.30% |
15.11.2024 | 67.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'127 | 250'000 | 9'817 CHF | 4'964 CHF | 99.37% | 99.37% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'933 | 250'000 | 9'969 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 66.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'776 | 250'000 | 9'971 CHF | 5'001 CHF | 99.38% | 99.38% |
12.11.2024 | 64.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'078 | 250'000 | 10'453 CHF | 5'128 CHF | 99.05% | 99.05% |
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 | 99.28% | 99.28% |
08.11.2024 | 62.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'939 | 250'000 | 11'121 CHF | 5'295 CHF | 99.38% | 99.38% |
07.11.2024 | 54.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 977'622 | 250'000 | 13'387 CHF | 5'917 CHF | 93.53% | 93.53% |