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 | 992'914 | 250'000 | 9'929 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 55.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'359 | 250'000 | 13'369 CHF | 5'860 CHF | 99.25% | 99.25% |
18.11.2024 | 57.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'604 CHF | 5'651 CHF | 99.28% | 99.28% |
15.11.2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'582 | 250'000 | 14'907 CHF | 6'251 CHF | 99.39% | 99.39% |
14.11.2024 | 50.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'977 | 250'000 | 14'775 CHF | 6'216 CHF | 99.37% | 99.37% |
13.11.2024 | 47.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'418 | 250'000 | 16'777 CHF | 6'722 CHF | 99.37% | 99.37% |
12.11.2024 | 34.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'660 | 250'000 | 24'060 CHF | 8'548 CHF | 99.10% | 99.10% |
11.11.2024 | 32.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'490 | 250'000 | 25'288 CHF | 8'844 CHF | 99.28% | 99.28% |
08.11.2024 | 31.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'039 CHF | 9'260 CHF | 99.38% | 99.38% |
07.11.2024 | 21.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'510 | 250'000 | 41'971 CHF | 13'055 CHF | 99.28% | 99.28% |