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 | 65.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'401 CHF | 5'100 CHF | 99.48% | 99.48% |
19.11.2024 | 62.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'556 | 250'000 | 11'205 CHF | 5'325 CHF | 99.09% | 99.09% |
18.11.2024 | 64.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'531 | 250'000 | 10'592 CHF | 5'187 CHF | 99.33% | 99.33% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'123 | 250'000 | 9'951 CHF | 5'000 CHF | 98.92% | 98.92% |
14.11.2024 | 64.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'820 | 250'000 | 10'578 CHF | 5'157 CHF | 98.60% | 98.60% |
13.11.2024 | 71.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 893'106 | 223'276 | 8'264 CHF | 4'299 CHF | 99.08% | 99.08% |
12.11.2024 | 65.09% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 5'237 CHF | 2'559 CHF | 99.16% | 99.16% |
11.11.2024 | 65.89% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'424 | 125'000 | 5'026 CHF | 2'529 CHF | 99.33% | 99.33% |
08.11.2024 | 50.84% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'374 CHF | 3'094 CHF | 99.48% | 99.48% |
07.11.2024 | 54.98% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 499'956 | 125'000 | 6'753 CHF | 2'938 CHF | 98.69% | 98.69% |