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 | 58.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'421 | 250'000 | 12'277 CHF | 5'601 CHF | 99.16% | 99.16% |
19.11.2024 | 66.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'726 | 250'000 | 9'859 CHF | 5'003 CHF | 98.64% | 98.64% |
18.11.2024 | 65.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'464 | 250'000 | 10'365 CHF | 5'108 CHF | 99.31% | 99.31% |
15.11.2024 | 65.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'336 | 250'000 | 10'341 CHF | 5'103 CHF | 97.93% | 97.93% |
14.11.2024 | 50.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'277 | 250'000 | 14'696 CHF | 6'186 CHF | 98.55% | 98.55% |
13.11.2024 | 50.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 874'830 | 222'152 | 13'118 CHF | 5'549 CHF | 99.11% | 99.11% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 496'412 | 125'000 | 7'446 CHF | 3'125 CHF | 99.14% | 99.14% |
11.11.2024 | 62.98% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 493'488 | 125'000 | 5'477 CHF | 2'638 CHF | 99.32% | 99.32% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'500 CHF | 3'125 CHF | 99.48% | 99.48% |
07.11.2024 | 51.10% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'335 CHF | 3'084 CHF | 99.34% | 99.34% |