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 | 88.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'799 CHF | 4'200 CHF | 99.42% | 99.42% |
19.11.2024 | 73.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'412 | 250'000 | 8'889 CHF | 4'740 CHF | 99.36% | 99.36% |
18.11.2024 | 75.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'720 | 250'000 | 8'466 CHF | 4'655 CHF | 99.37% | 99.37% |
15.11.2024 | 99.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'129 CHF | 3'782 CHF | 99.45% | 99.45% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.28% | 99.28% |
13.11.2024 | 99.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 884'114 | 224'710 | 4'446 CHF | 3'377 CHF | 93.63% | 93.63% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 125'000 | 125'000 | 487'207 | 125'000 | 2'436 CHF | 1'875 CHF | 83.95% | 83.95% |
11.11.2024 | 70.20% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'636 | 125'000 | 4'662 CHF | 2'440 CHF | 99.35% | 99.35% |
08.11.2024 | 51.96% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'206 CHF | 3'051 CHF | 99.46% | 99.46% |
07.11.2024 | 61.13% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 5'830 CHF | 2'707 CHF | 99.23% | 99.23% |