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 | 992'948 | 250'000 | 9'929 CHF | 5'000 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'342 | 250'000 | 9'953 CHF | 5'000 CHF | 99.25% | 99.25% |
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 | 99.26% | 99.26% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'582 | 250'000 | 14'904 CHF | 6'250 CHF | 99.39% | 99.39% |
14.11.2024 | 57.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'096 | 250'000 | 12'788 CHF | 5'719 CHF | 99.35% | 99.35% |
13.11.2024 | 53.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'332 | 250'000 | 13'723 CHF | 5'952 CHF | 99.38% | 99.38% |
12.11.2024 | 49.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'664 | 250'000 | 15'015 CHF | 6'274 CHF | 99.09% | 99.09% |
11.11.2024 | 47.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'525 | 250'000 | 16'147 CHF | 6'550 CHF | 99.28% | 99.28% |
08.11.2024 | 47.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'140 CHF | 6'535 CHF | 99.39% | 99.39% |
07.11.2024 | 34.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'551 | 250'000 | 23'618 CHF | 8'439 CHF | 99.28% | 99.28% |