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 | 62.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'216 CHF | 5'304 CHF | 99.41% | 99.41% |
19.11.2024 | 50.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 988'959 | 250'000 | 14'819 CHF | 6'246 CHF | 98.91% | 98.91% |
18.11.2024 | 50.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'993 CHF | 6'248 CHF | 99.29% | 99.29% |
15.11.2024 | 65.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'836 | 250'000 | 10'337 CHF | 5'102 CHF | 98.75% | 98.75% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'825 | 250'000 | 9'858 CHF | 5'000 CHF | 99.16% | 99.16% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 879'779 | 222'108 | 8'798 CHF | 4'442 CHF | 98.20% | 98.20% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 488'816 | 125'000 | 4'888 CHF | 2'500 CHF | 98.96% | 98.96% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 5'000 CHF | 2'500 CHF | 99.39% | 99.39% |
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 | 99.47% | 99.47% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'315 | 125'000 | 4'923 CHF | 2'500 CHF | 99.26% | 99.26% |