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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'984 | 250'000 | 9'850 CHF | 5'000 CHF | 98.26% | 98.26% |
18.11.2024 | 64.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'660 | 250'000 | 10'492 CHF | 5'134 CHF | 99.30% | 99.30% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.37% | 99.37% |
14.11.2024 | 50.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'814 CHF | 6'203 CHF | 99.36% | 99.36% |
13.11.2024 | 49.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'891 | 250'000 | 15'078 CHF | 6'296 CHF | 99.37% | 99.37% |
12.11.2024 | 44.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'391 | 250'000 | 17'532 CHF | 6'916 CHF | 99.06% | 99.06% |
11.11.2024 | 33.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'079 | 250'000 | 24'893 CHF | 8'754 CHF | 99.30% | 99.30% |
08.11.2024 | 34.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'321 CHF | 8'580 CHF | 99.38% | 99.38% |
07.11.2024 | 43.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'026 | 250'000 | 18'211 CHF | 7'079 CHF | 99.24% | 99.24% |