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 | 47.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'434 CHF | 6'608 CHF | 99.39% | 99.39% |
20.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'828 | 250'000 | 9'928 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'204 | 250'000 | 9'952 CHF | 5'000 CHF | 99.26% | 99.26% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'870 | 250'000 | 9'969 CHF | 5'000 CHF | 99.27% | 99.27% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'696 | 250'000 | 9'937 CHF | 5'000 CHF | 99.37% | 99.37% |
14.11.2024 | 66.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'048 | 250'000 | 10'055 CHF | 5'029 CHF | 99.35% | 99.35% |
13.11.2024 | 58.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'343 | 250'000 | 12'340 CHF | 5'599 CHF | 99.37% | 99.37% |
12.11.2024 | 63.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'778 | 250'000 | 10'794 CHF | 5'211 CHF | 99.07% | 99.07% |
11.11.2024 | 66.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'421 | 250'000 | 10'002 CHF | 5'010 CHF | 99.22% | 99.22% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.39% | 99.39% |