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 | 50.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'920 CHF | 6'230 CHF | 99.39% | 99.39% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'858 | 250'000 | 14'907 CHF | 6'250 CHF | 99.25% | 99.25% |
18.11.2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'784 | 250'000 | 14'892 CHF | 6'239 CHF | 99.27% | 99.27% |
15.11.2024 | 59.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'300 CHF | 5'575 CHF | 99.38% | 99.38% |
14.11.2024 | 63.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'898 CHF | 5'225 CHF | 99.37% | 99.37% |
13.11.2024 | 62.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'930 | 250'000 | 11'179 CHF | 5'312 CHF | 99.36% | 99.36% |
12.11.2024 | 64.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'369 | 250'000 | 10'460 CHF | 5'132 CHF | 99.06% | 99.06% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'178 | 250'000 | 9'952 CHF | 5'000 CHF | 99.28% | 99.28% |
08.11.2024 | 56.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'966 CHF | 5'742 CHF | 99.39% | 99.39% |
07.11.2024 | 49.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'172 | 250'000 | 14'971 CHF | 6'268 CHF | 99.22% | 99.22% |