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 | 74.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'459 | 250'000 | 8'722 CHF | 4'694 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'714 | 250'000 | 9'967 CHF | 5'000 CHF | 99.30% | 99.30% |
18.11.2024 | 66.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'030 CHF | 5'007 CHF | 99.29% | 99.29% |
15.11.2024 | 64.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'983 | 250'000 | 10'607 CHF | 5'164 CHF | 99.39% | 99.39% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'724 | 250'000 | 9'957 CHF | 5'000 CHF | 99.36% | 99.36% |
13.11.2024 | 65.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'854 | 250'000 | 10'350 CHF | 5'098 CHF | 99.37% | 99.37% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'316 | 250'000 | 14'840 CHF | 6'250 CHF | 99.05% | 99.05% |
11.11.2024 | 46.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'598 CHF | 6'650 CHF | 99.23% | 99.23% |
08.11.2024 | 33.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'060 | 250'000 | 24'992 CHF | 8'791 CHF | 99.38% | 99.38% |
07.11.2024 | 30.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'151 | 250'000 | 28'185 CHF | 9'575 CHF | 99.26% | 99.26% |