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 | 994'696 | 250'000 | 9'947 CHF | 5'000 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.24% | 99.24% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.26% | 99.26% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'158 | 250'000 | 9'952 CHF | 5'000 CHF | 99.39% | 99.39% |
14.11.2024 | 66.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'017 | 250'000 | 10'054 CHF | 5'024 CHF | 99.35% | 99.35% |
13.11.2024 | 51.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'094 | 250'000 | 14'518 CHF | 6'144 CHF | 99.36% | 99.36% |
12.11.2024 | 46.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'541 | 250'000 | 16'618 CHF | 6'694 CHF | 99.06% | 99.06% |
11.11.2024 | 45.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'300 CHF | 6'825 CHF | 99.22% | 99.22% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'200 | 250'000 | 19'864 CHF | 7'500 CHF | 99.38% | 99.38% |
07.11.2024 | 39.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'314 | 250'000 | 20'078 CHF | 7'538 CHF | 99.25% | 99.25% |