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 | 51.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'573 | 250'000 | 14'459 CHF | 6'143 CHF | 99.38% | 99.38% |
19.11.2024 | 52.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'015 | 250'000 | 14'266 CHF | 6'085 CHF | 99.27% | 99.27% |
18.11.2024 | 65.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'534 | 250'000 | 10'232 CHF | 5'067 CHF | 99.31% | 99.31% |
15.11.2024 | 53.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'275 | 250'000 | 13'922 CHF | 6'006 CHF | 99.39% | 99.39% |
14.11.2024 | 51.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'709 | 250'000 | 14'457 CHF | 6'138 CHF | 99.35% | 99.35% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'913 | 250'000 | 19'878 CHF | 7'500 CHF | 99.39% | 99.39% |
12.11.2024 | 40.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'488 | 250'000 | 19'823 CHF | 7'483 CHF | 99.09% | 99.09% |
11.11.2024 | 41.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'154 | 250'000 | 19'130 CHF | 7'302 CHF | 99.28% | 99.28% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.39% | 99.39% |
07.11.2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'302 | 250'000 | 19'924 CHF | 7'510 CHF | 99.23% | 99.23% |