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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'550 | 250'000 | 9'946 CHF | 5'000 CHF | 99.39% | 99.39% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.31% | 99.31% |
18.11.2024 | 66.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'156 CHF | 5'039 CHF | 99.30% | 99.30% |
15.11.2024 | 49.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'252 | 250'000 | 14'940 CHF | 6'253 CHF | 99.38% | 99.38% |
14.11.2024 | 50.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'808 | 250'000 | 14'734 CHF | 6'199 CHF | 99.38% | 99.38% |
13.11.2024 | 55.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'984 | 250'000 | 13'202 CHF | 5'815 CHF | 99.38% | 99.38% |
12.11.2024 | 45.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'757 | 250'000 | 16'856 CHF | 6'752 CHF | 99.04% | 99.04% |
11.11.2024 | 41.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'502 CHF | 7'375 CHF | 99.28% | 99.28% |
08.11.2024 | 37.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'137 | 250'000 | 21'905 CHF | 8'011 CHF | 99.39% | 99.39% |
07.11.2024 | 19.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 980'502 | 400'318 | 47'240 CHF | 23'835 CHF | 99.26% | 99.26% |