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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 67.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'916 CHF | 4'979 CHF | 99.35% | 99.35% |
20.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'365 | 250'000 | 9'944 CHF | 5'000 CHF | 99.37% | 99.37% |
19.11.2024 | 57.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'533 | 250'000 | 12'840 CHF | 5'719 CHF | 99.27% | 99.27% |
18.11.2024 | 50.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'745 CHF | 6'186 CHF | 99.24% | 99.24% |
15.11.2024 | 51.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'976 | 250'000 | 14'451 CHF | 6'132 CHF | 99.37% | 99.37% |
14.11.2024 | 50.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'574 | 250'000 | 14'841 CHF | 6'227 CHF | 99.36% | 99.36% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'762 | 250'000 | 14'936 CHF | 6'250 CHF | 99.36% | 99.36% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'031 | 250'000 | 14'836 CHF | 6'250 CHF | 99.04% | 99.04% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.27% | 99.27% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'846 | 250'000 | 14'893 CHF | 6'250 CHF | 99.39% | 99.39% |