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 | 97.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'398 CHF | 3'849 CHF | 99.39% | 99.39% |
20.11.2024 | 54.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'871 | 250'000 | 13'476 CHF | 5'896 CHF | 99.37% | 99.37% |
19.11.2024 | 54.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'154 | 250'000 | 13'465 CHF | 5'884 CHF | 99.26% | 99.26% |
18.11.2024 | 45.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'752 | 250'000 | 17'285 CHF | 6'833 CHF | 99.27% | 99.27% |
15.11.2024 | 46.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'558 | 250'000 | 16'540 CHF | 6'660 CHF | 99.38% | 99.38% |
14.11.2024 | 42.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'014 | 250'000 | 18'703 CHF | 7'206 CHF | 99.35% | 99.35% |
13.11.2024 | 44.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'392 | 250'000 | 17'779 CHF | 6'973 CHF | 99.36% | 99.36% |
12.11.2024 | 43.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'770 | 250'000 | 18'164 CHF | 7'067 CHF | 99.08% | 99.08% |
11.11.2024 | 37.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'416 | 250'000 | 21'866 CHF | 7'989 CHF | 99.20% | 99.20% |
08.11.2024 | 53.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'999 CHF | 6'000 CHF | 99.38% | 99.38% |