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 | 57.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'941 | 250'000 | 12'520 CHF | 5'656 CHF | 99.37% | 99.37% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'256 | 250'000 | 14'929 CHF | 6'250 CHF | 99.26% | 99.26% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.31% | 99.31% |
15.11.2024 | 43.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'582 | 250'000 | 17'913 CHF | 7'010 CHF | 99.39% | 99.39% |
14.11.2024 | 47.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'951 | 250'000 | 16'146 CHF | 6'559 CHF | 99.37% | 99.37% |
13.11.2024 | 42.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'330 | 250'000 | 18'685 CHF | 7'200 CHF | 99.38% | 99.38% |
12.11.2024 | 34.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'660 | 250'000 | 23'876 CHF | 8'502 CHF | 99.10% | 99.10% |
11.11.2024 | 32.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'410 | 250'000 | 25'494 CHF | 8'896 CHF | 99.28% | 99.28% |
08.11.2024 | 32.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'947 CHF | 8'987 CHF | 99.38% | 99.38% |
07.11.2024 | 22.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'571 | 250'000 | 40'387 CHF | 12'652 CHF | 99.27% | 99.27% |