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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 65.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'413 CHF | 5'103 CHF | 99.36% | 99.36% |
20.11.2024 | 58.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'381 | 250'000 | 12'315 CHF | 5'593 CHF | 99.36% | 99.36% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'687 | 250'000 | 14'950 CHF | 6'250 CHF | 99.25% | 99.25% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.27% | 99.27% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'970 | 250'000 | 14'925 CHF | 6'250 CHF | 99.37% | 99.37% |
14.11.2024 | 49.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'437 | 250'000 | 14'958 CHF | 6'257 CHF | 99.38% | 99.38% |
13.11.2024 | 48.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'737 | 250'000 | 15'445 CHF | 6'377 CHF | 99.36% | 99.36% |
12.11.2024 | 49.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'810 | 250'000 | 14'863 CHF | 6'258 CHF | 99.07% | 99.07% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.27% | 99.27% |
08.11.2024 | 40.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'941 | 250'000 | 19'780 CHF | 7'480 CHF | 99.38% | 99.38% |