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 | 98.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'742 | 250'000 | 5'242 CHF | 3'817 CHF | 99.38% | 99.38% |
19.11.2024 | 71.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'232 CHF | 4'808 CHF | 99.29% | 99.29% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.26% | 99.26% |
15.11.2024 | 85.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 909'280 | 250'000 | 6'421 CHF | 4'311 CHF | 48.96% | 48.96% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'999 | 250'000 | 9'960 CHF | 5'000 CHF | 99.37% | 99.37% |
13.11.2024 | 66.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'193 | 250'000 | 10'021 CHF | 5'015 CHF | 99.37% | 99.37% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'991 | 250'000 | 9'900 CHF | 5'000 CHF | 99.03% | 99.03% |
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 | 55.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'346 | 250'000 | 13'375 CHF | 5'869 CHF | 99.38% | 99.38% |
07.11.2024 | 66.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'351 | 250'000 | 9'992 CHF | 5'007 CHF | 99.25% | 99.25% |