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 | 130.09% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'486 CHF | 6'372 CHF | 99.14% | 99.14% |
19.11.2024 | 101.83% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'408 | 250'000 | 10'002 CHF | 7'517 CHF | 99.10% | 99.10% |
18.11.2024 | 104.82% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'253 | 250'000 | 9'139 CHF | 7'319 CHF | 98.98% | 98.98% |
15.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 6'250 CHF | 99.36% | 99.36% |
14.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'954 | 250'000 | 4'975 CHF | 6'250 CHF | 98.72% | 98.72% |
13.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 887'502 | 223'128 | 4'438 CHF | 5'578 CHF | 98.73% | 98.73% |
12.11.2024 | 133.33% | 0.01 CHF | 0.03 CHF | 500'000 | 125'000 | 497'165 | 125'000 | 2'486 CHF | 3'125 CHF | 98.80% | 98.80% |
11.11.2024 | 146.61% | 0.00 CHF | 0.03 CHF | 500'000 | 125'000 | 492'058 | 125'000 | 1'906 CHF | 3'094 CHF | 99.31% | 99.31% |
08.11.2024 | 144.83% | 0.00 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'000 CHF | 3'125 CHF | 99.42% | 99.42% |
07.11.2024 | 144.48% | 0.00 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'015 CHF | 3'125 CHF | 99.21% | 99.21% |