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 | 993'354 | 250'000 | 9'934 CHF | 5'000 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'740 | 250'000 | 9'957 CHF | 5'000 CHF | 99.27% | 99.27% |
18.11.2024 | 57.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'689 CHF | 5'672 CHF | 99.29% | 99.29% |
15.11.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'006 | 250'000 | 19'936 CHF | 7'514 CHF | 99.39% | 99.39% |
14.11.2024 | 27.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'540 | 253'949 | 31'490 CHF | 10'612 CHF | 99.35% | 99.35% |
13.11.2024 | 20.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'854 | 271'583 | 42'826 CHF | 14'500 CHF | 99.36% | 99.36% |
12.11.2024 | 19.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 977'715 | 357'468 | 46'578 CHF | 21'084 CHF | 99.09% | 99.09% |
11.11.2024 | 16.92% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 940'877 | 480'292 | 50'954 CHF | 30'816 CHF | 99.23% | 99.23% |
08.11.2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 962'615 | 471'847 | 49'985 CHF | 29'268 CHF | 99.39% | 99.39% |
07.11.2024 | 15.65% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 862'002 | 432'776 | 50'761 CHF | 29'828 CHF | 99.27% | 99.27% |