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 | 91.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'545 | 250'000 | 6'135 CHF | 4'051 CHF | 98.77% | 98.77% |
19.11.2024 | 93.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'689 | 250'000 | 5'918 CHF | 3'980 CHF | 98.84% | 98.84% |
18.11.2024 | 92.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 981'522 | 250'000 | 5'929 CHF | 4'020 CHF | 98.88% | 98.88% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'889 | 250'000 | 4'999 CHF | 3'750 CHF | 98.67% | 98.67% |
14.11.2024 | 85.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'927 | 250'000 | 7'196 CHF | 4'299 CHF | 98.75% | 98.75% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 887'468 | 223'248 | 4'437 CHF | 3'349 CHF | 98.93% | 98.93% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 499'941 | 125'000 | 4'999 CHF | 2'500 CHF | 98.24% | 98.24% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'580 | 125'000 | 2'463 CHF | 1'875 CHF | 99.10% | 99.10% |
08.11.2024 | 72.85% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 498'501 | 125'000 | 4'521 CHF | 2'384 CHF | 98.76% | 98.76% |
07.11.2024 | 67.92% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 4'906 CHF | 2'477 CHF | 99.26% | 99.26% |