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 | 89.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'522 CHF | 4'130 CHF | 99.95% | 99.95% |
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 | 99.81% | 99.81% |
18.11.2024 | 73.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'596 | 250'000 | 8'924 CHF | 4'740 CHF | 99.88% | 99.88% |
15.11.2024 | 67.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'884 CHF | 4'971 CHF | 100.00% | 100.00% |
14.11.2024 | 64.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'030 | 250'000 | 10'424 CHF | 5'132 CHF | 99.52% | 99.52% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 675'000 | 250'000 | 731'341 | 250'000 | 10'970 CHF | 6'250 CHF | 99.96% | 99.96% |
12.11.2024 | 63.55% | 0.02 CHF | 0.03 CHF | 925'000 | 250'000 | 991'214 | 250'000 | 10'803 CHF | 5'233 CHF | 99.79% | 99.79% |
11.11.2024 | 65.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'313 | 250'000 | 10'331 CHF | 5'085 CHF | 99.78% | 99.78% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 900'000 | 250'000 | 852'118 | 250'000 | 12'782 CHF | 6'250 CHF | 99.83% | 99.83% |
07.11.2024 | 50.68% | 0.02 CHF | 0.03 CHF | 925'000 | 250'000 | 938'551 | 250'000 | 13'876 CHF | 6'204 CHF | 99.90% | 99.90% |