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 | 70.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'079 | 250'000 | 9'286 CHF | 4'841 CHF | 98.98% | 98.98% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 998'459 | 250'000 | 9'985 CHF | 5'000 CHF | 98.95% | 98.95% |
18.11.2024 | 66.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 983'776 | 250'000 | 9'960 CHF | 5'031 CHF | 99.16% | 99.16% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'019 | 250'000 | 9'970 CHF | 5'000 CHF | 98.79% | 98.79% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'294 | 250'000 | 9'943 CHF | 5'000 CHF | 98.77% | 98.77% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 889'888 | 223'435 | 8'899 CHF | 4'469 CHF | 99.27% | 99.27% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 496'409 | 125'000 | 4'964 CHF | 2'500 CHF | 99.09% | 99.09% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 493'222 | 125'000 | 4'932 CHF | 2'500 CHF | 99.01% | 99.01% |
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 | 99.29% | 99.29% |
07.11.2024 | 55.45% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 6'683 CHF | 2'921 CHF | 99.32% | 99.32% |