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 | 65.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'660 | 250'000 | 10'155 CHF | 5'057 CHF | 98.95% | 98.95% |
19.11.2024 | 65.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'567 | 250'000 | 10'488 CHF | 5'123 CHF | 98.65% | 98.65% |
18.11.2024 | 55.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 983'509 | 250'000 | 13'179 CHF | 5'844 CHF | 99.18% | 99.18% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'032 | 250'000 | 9'970 CHF | 5'000 CHF | 98.33% | 98.33% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'469 | 250'000 | 9'995 CHF | 5'000 CHF | 98.63% | 98.63% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 883'699 | 223'367 | 8'837 CHF | 4'467 CHF | 99.02% | 99.02% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 494'232 | 125'000 | 4'942 CHF | 2'500 CHF | 98.43% | 98.43% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'381 | 125'000 | 4'924 CHF | 2'500 CHF | 99.23% | 99.23% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 5'000 CHF | 2'500 CHF | 99.43% | 99.43% |
07.11.2024 | 55.43% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 499'795 | 125'000 | 6'684 CHF | 2'921 CHF | 98.80% | 98.80% |