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 | 66.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'770 | 250'000 | 9'883 CHF | 5'024 CHF | 99.00% | 99.00% |
19.11.2024 | 67.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'803 | 250'000 | 9'851 CHF | 4'968 CHF | 96.33% | 96.33% |
18.11.2024 | 71.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'746 | 250'000 | 9'139 CHF | 4'809 CHF | 96.88% | 96.88% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'045 | 250'000 | 9'950 CHF | 5'000 CHF | 98.31% | 98.31% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'875 | 250'000 | 14'998 CHF | 6'250 CHF | 98.40% | 98.40% |
13.11.2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 879'744 | 222'957 | 17'783 CHF | 6'736 CHF | 97.43% | 97.43% |
12.11.2024 | 41.68% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 494'274 | 125'000 | 9'470 CHF | 3'646 CHF | 98.85% | 98.85% |
11.11.2024 | 40.24% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 493'253 | 125'000 | 9'981 CHF | 3'779 CHF | 99.03% | 99.03% |
08.11.2024 | 48.93% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'766 CHF | 3'192 CHF | 99.28% | 99.28% |
07.11.2024 | 57.11% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 6'434 CHF | 2'858 CHF | 99.25% | 99.25% |