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 | 66.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'003 CHF | 5'001 CHF | 99.22% | 99.22% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'647 | 250'000 | 9'996 CHF | 5'000 CHF | 99.03% | 99.03% |
18.11.2024 | 63.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'388 | 250'000 | 10'839 CHF | 5'251 CHF | 97.86% | 97.86% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'105 | 250'000 | 9'951 CHF | 5'000 CHF | 97.79% | 97.79% |
14.11.2024 | 64.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'944 | 250'000 | 10'574 CHF | 5'144 CHF | 98.73% | 98.73% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 891'173 | 222'820 | 8'912 CHF | 4'456 CHF | 97.38% | 97.38% |
12.11.2024 | 52.14% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 499'439 | 125'000 | 7'170 CHF | 3'045 CHF | 98.56% | 98.56% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 491'485 | 125'000 | 4'915 CHF | 2'500 CHF | 99.38% | 99.38% |
08.11.2024 | 58.61% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 6'208 CHF | 2'802 CHF | 99.31% | 99.31% |
07.11.2024 | 60.02% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 499'994 | 125'000 | 5'997 CHF | 2'749 CHF | 98.71% | 98.71% |