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 | 52.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'515 | 250'000 | 14'304 CHF | 6'096 CHF | 99.38% | 99.38% |
19.11.2024 | 50.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'859 | 250'000 | 14'914 CHF | 6'240 CHF | 99.27% | 99.27% |
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 | 48.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'109 | 250'000 | 15'609 CHF | 6'421 CHF | 99.38% | 99.38% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'690 | 250'000 | 14'935 CHF | 6'250 CHF | 99.37% | 99.37% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'748 | 250'000 | 14'936 CHF | 6'250 CHF | 99.39% | 99.39% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'100 | 250'000 | 14'837 CHF | 6'250 CHF | 99.08% | 99.08% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'149 | 250'000 | 14'912 CHF | 6'250 CHF | 91.14% | 91.14% |
08.11.2024 | 54.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'026 | 250'000 | 13'576 CHF | 5'920 CHF | 99.39% | 99.39% |
07.11.2024 | 53.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'051 | 250'000 | 13'894 CHF | 5'988 CHF | 99.27% | 99.27% |