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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.97% | 99.97% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.82% | 99.82% |
18.11.2024 | 65.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'596 | 250'000 | 10'230 CHF | 5'103 CHF | 99.89% | 99.89% |
15.11.2024 | 64.25% | 0.02 CHF | 0.03 CHF | 700'000 | 250'000 | 958'844 | 250'000 | 10'107 CHF | 5'181 CHF | 100.00% | 100.00% |
14.11.2024 | 64.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'709 CHF | 5'177 CHF | 99.74% | 99.74% |
13.11.2024 | 61.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'541 CHF | 5'385 CHF | 99.94% | 99.94% |
12.11.2024 | 59.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'159 CHF | 5'540 CHF | 99.80% | 99.80% |
11.11.2024 | 53.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 998'239 | 250'000 | 13'828 CHF | 5'964 CHF | 99.81% | 99.81% |
08.11.2024 | 47.81% | 0.02 CHF | 0.03 CHF | 925'000 | 250'000 | 804'399 | 250'000 | 12'718 CHF | 6'625 CHF | 99.82% | 99.82% |
07.11.2024 | 63.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 972'032 | 250'000 | 10'637 CHF | 5'291 CHF | 99.89% | 99.89% |