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 | 93.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'938 CHF | 3'984 CHF | 99.45% | 99.45% |
19.11.2024 | 99.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'616 | 250'000 | 4'957 CHF | 3'757 CHF | 99.26% | 99.26% |
18.11.2024 | 98.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'340 | 250'000 | 5'119 CHF | 3'798 CHF | 99.29% | 99.29% |
15.11.2024 | 99.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'048 CHF | 3'762 CHF | 99.37% | 99.37% |
14.11.2024 | 99.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'408 | 250'000 | 5'018 CHF | 3'763 CHF | 99.15% | 99.15% |
13.11.2024 | 97.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 881'194 | 223'305 | 4'731 CHF | 3'431 CHF | 98.94% | 98.94% |
12.11.2024 | 99.68% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 496'234 | 125'000 | 2'506 CHF | 1'881 CHF | 99.02% | 99.02% |
11.11.2024 | 98.40% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'832 | 125'000 | 2'582 CHF | 1'907 CHF | 99.15% | 99.15% |
08.11.2024 | 98.33% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'625 CHF | 1'906 CHF | 99.38% | 99.38% |
07.11.2024 | 66.28% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 497'424 | 125'000 | 5'032 CHF | 2'514 CHF | 98.78% | 98.78% |