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 | 92.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'718 | 250'000 | 6'071 CHF | 4'024 CHF | 99.36% | 99.36% |
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 | 99.26% | 99.26% |
18.11.2024 | 68.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'782 CHF | 4'945 CHF | 99.26% | 99.26% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'258 | 250'000 | 9'953 CHF | 5'000 CHF | 99.37% | 99.37% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'938 | 250'000 | 9'959 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 68.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'061 | 250'000 | 9'709 CHF | 4'937 CHF | 99.36% | 99.36% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'496 | 250'000 | 14'842 CHF | 6'250 CHF | 99.06% | 99.06% |
11.11.2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'955 CHF | 6'239 CHF | 99.23% | 99.23% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'094 | 250'000 | 14'896 CHF | 6'250 CHF | 99.39% | 99.39% |
07.11.2024 | 48.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'365 | 250'000 | 15'526 CHF | 6'395 CHF | 99.24% | 99.24% |