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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 97.95% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'952 | 250'000 | 10'477 CHF | 7'632 CHF | 97.63% | 97.63% |
22.11.2024 | 99.59% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'418 | 250'000 | 10'048 CHF | 7'526 CHF | 99.43% | 99.43% |
20.11.2024 | 90.76% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'254 | 262'968 | 14'101 CHF | 9'626 CHF | 96.61% | 96.61% |
19.11.2024 | 55.03% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'998 | 250'000 | 27'384 CHF | 11'846 CHF | 98.59% | 98.59% |
18.11.2024 | 80.24% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 983'180 | 250'000 | 14'778 CHF | 8'762 CHF | 99.34% | 99.34% |
15.11.2024 | 68.94% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'367 CHF | 9'842 CHF | 99.43% | 99.43% |
14.11.2024 | 68.17% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'503 | 250'000 | 19'421 CHF | 9'888 CHF | 98.73% | 98.73% |
13.11.2024 | 124.45% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 893'038 | 223'260 | 7'680 CHF | 6'487 CHF | 99.34% | 99.34% |
12.11.2024 | 52.59% | 0.02 CHF | 0.04 CHF | 500'000 | 125'000 | 497'091 | 125'000 | 14'148 CHF | 6'059 CHF | 98.85% | 98.85% |
11.11.2024 | 49.19% | 0.03 CHF | 0.05 CHF | 500'000 | 125'000 | 487'498 | 125'000 | 15'022 CHF | 6'346 CHF | 99.38% | 99.38% |