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 | 992'920 | 250'000 | 9'929 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'250 | 250'000 | 9'953 CHF | 5'000 CHF | 99.26% | 99.26% |
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 | 99.28% | 99.28% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'583 | 250'000 | 9'936 CHF | 5'000 CHF | 99.39% | 99.39% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'105 | 250'000 | 9'941 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 53.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'311 | 250'000 | 13'833 CHF | 5'980 CHF | 99.38% | 99.38% |
12.11.2024 | 48.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'662 | 250'000 | 15'873 CHF | 6'495 CHF | 99.10% | 99.10% |
11.11.2024 | 46.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'496 | 250'000 | 16'944 CHF | 6'749 CHF | 99.27% | 99.27% |
08.11.2024 | 41.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'088 CHF | 7'272 CHF | 99.39% | 99.39% |
07.11.2024 | 36.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'539 | 250'000 | 22'820 CHF | 8'239 CHF | 99.27% | 99.27% |