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 | 65.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'230 CHF | 5'058 CHF | 99.41% | 99.41% |
19.11.2024 | 58.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'784 | 250'000 | 12'339 CHF | 5'623 CHF | 98.58% | 98.58% |
18.11.2024 | 66.55% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'067 | 250'000 | 9'886 CHF | 5'009 CHF | 99.28% | 99.28% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.36% | 99.36% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.31% | 99.31% |
13.11.2024 | 66.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 870'889 | 219'450 | 8'756 CHF | 4'401 CHF | 99.15% | 99.15% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 493'697 | 125'000 | 4'937 CHF | 2'500 CHF | 98.61% | 98.61% |
11.11.2024 | 66.44% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'609 | 125'000 | 4'939 CHF | 2'512 CHF | 99.33% | 99.33% |
08.11.2024 | 50.30% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'456 CHF | 3'114 CHF | 99.44% | 99.44% |
07.11.2024 | 50.23% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'465 CHF | 3'116 CHF | 99.23% | 99.23% |