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 | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'230 | 250'000 | 9'932 CHF | 5'000 CHF | 99.30% | 99.30% |
18.11.2024 | 66.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'120 | 250'000 | 10'084 CHF | 5'033 CHF | 99.28% | 99.28% |
15.11.2024 | 65.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'213 CHF | 5'053 CHF | 99.39% | 99.39% |
14.11.2024 | 65.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'478 CHF | 5'120 CHF | 99.38% | 99.38% |
13.11.2024 | 52.19% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'344 CHF | 6'086 CHF | 99.38% | 99.38% |
12.11.2024 | 52.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'900 | 250'000 | 14'213 CHF | 6'080 CHF | 99.03% | 99.03% |
11.11.2024 | 52.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'718 | 250'000 | 14'313 CHF | 6'098 CHF | 99.24% | 99.24% |
08.11.2024 | 66.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'101 CHF | 5'025 CHF | 99.39% | 99.39% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'637 | 250'000 | 9'926 CHF | 5'000 CHF | 99.27% | 99.27% |