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 | 126.58% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'013 CHF | 6'503 CHF | 99.47% | 99.47% |
19.11.2024 | 82.58% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 982'348 | 250'000 | 14'386 CHF | 8'678 CHF | 98.75% | 98.75% |
18.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'328 | 250'000 | 9'853 CHF | 7'500 CHF | 99.20% | 99.20% |
15.11.2024 | 100.38% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'943 CHF | 7'486 CHF | 99.23% | 99.23% |
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 | 99.41% | 99.41% |
13.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 880'881 | 223'093 | 4'404 CHF | 5'577 CHF | 98.57% | 98.57% |
12.11.2024 | 132.56% | 0.01 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'558 CHF | 3'139 CHF | 99.09% | 99.09% |
11.11.2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 493'129 | 125'000 | 493 CHF | 2'500 CHF | 99.11% | 99.11% |
08.11.2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 500 CHF | 2'500 CHF | 99.43% | 99.43% |
07.11.2024 | 180.25% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 529 CHF | 2'512 CHF | 99.24% | 99.24% |