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 | 126.56% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'339 | 250'000 | 5'969 CHF | 6'504 CHF | 99.02% | 99.02% |
19.11.2024 | 90.77% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'036 | 250'000 | 12'525 CHF | 8'144 CHF | 99.05% | 99.05% |
18.11.2024 | 100.74% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'503 | 250'000 | 9'734 CHF | 7'472 CHF | 99.17% | 99.17% |
15.11.2024 | 127.41% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'889 CHF | 6'472 CHF | 99.43% | 99.43% |
14.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 6'250 CHF | 99.38% | 99.38% |
13.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 885'834 | 223'181 | 4'429 CHF | 5'580 CHF | 98.92% | 98.92% |
12.11.2024 | 133.02% | 0.01 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'524 CHF | 3'131 CHF | 99.08% | 99.08% |
11.11.2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 492'264 | 125'000 | 492 CHF | 2'500 CHF | 99.35% | 99.35% |
08.11.2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 500 CHF | 2'500 CHF | 99.26% | 99.26% |
07.11.2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 497'116 | 125'000 | 497 CHF | 2'500 CHF | 99.08% | 99.08% |