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 | 66.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'113 CHF | 5'028 CHF | 99.37% | 99.37% |
19.11.2024 | 66.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'412 | 250'000 | 10'014 CHF | 5'020 CHF | 99.28% | 99.28% |
18.11.2024 | 60.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'264 | 250'000 | 11'934 CHF | 5'495 CHF | 99.27% | 99.27% |
15.11.2024 | 56.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'140 CHF | 5'785 CHF | 99.39% | 99.39% |
14.11.2024 | 61.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'614 CHF | 5'404 CHF | 99.37% | 99.37% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'547 | 250'000 | 14'888 CHF | 6'250 CHF | 99.36% | 99.36% |
12.11.2024 | 50.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'958 | 250'000 | 14'864 CHF | 6'242 CHF | 99.03% | 99.03% |
11.11.2024 | 50.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'753 | 250'000 | 14'787 CHF | 6'216 CHF | 99.22% | 99.22% |
08.11.2024 | 61.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'599 CHF | 5'400 CHF | 99.38% | 99.38% |
07.11.2024 | 62.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'731 | 250'000 | 11'125 CHF | 5'299 CHF | 99.27% | 99.27% |