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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 46.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'720 CHF | 6'680 CHF | 99.80% | 99.80% |
20.11.2024 | 63.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'863 CHF | 5'216 CHF | 99.80% | 99.80% |
19.11.2024 | 66.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'835 | 250'000 | 10'130 CHF | 5'050 CHF | 99.71% | 99.71% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.70% | 99.70% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.81% | 99.81% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.80% | 99.80% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.79% | 99.79% |
12.11.2024 | 61.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'434 | 250'000 | 11'432 CHF | 5'403 CHF | 99.49% | 99.49% |
11.11.2024 | 66.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'161 CHF | 5'040 CHF | 99.71% | 99.71% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.80% | 99.80% |