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 | 127.31% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'903 CHF | 6'476 CHF | 99.41% | 99.41% |
19.11.2024 | 94.70% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'320 | 250'000 | 11'655 CHF | 7'925 CHF | 97.86% | 97.86% |
18.11.2024 | 101.46% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'483 | 250'000 | 9'636 CHF | 7'445 CHF | 99.05% | 99.05% |
15.11.2024 | 132.11% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'183 CHF | 6'296 CHF | 99.35% | 99.35% |
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 | 99.31% | 99.31% |
13.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 893'084 | 223'271 | 4'465 CHF | 5'582 CHF | 99.25% | 99.25% |
12.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 500'000 | 125'000 | 497'158 | 125'000 | 2'486 CHF | 3'125 CHF | 98.54% | 98.54% |
11.11.2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 493'121 | 125'000 | 493 CHF | 2'500 CHF | 99.12% | 99.12% |
08.11.2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 500 CHF | 2'500 CHF | 99.35% | 99.35% |
07.11.2024 | 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% |