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 | 68.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'199 | 250'000 | 9'606 CHF | 4'918 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 980'953 | 250'000 | 9'810 CHF | 5'000 CHF | 99.28% | 99.28% |
18.11.2024 | 66.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'965 CHF | 4'991 CHF | 99.27% | 99.27% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'944 | 250'000 | 9'939 CHF | 5'000 CHF | 99.38% | 99.38% |
14.11.2024 | 66.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'464 | 250'000 | 10'126 CHF | 5'045 CHF | 99.35% | 99.35% |
13.11.2024 | 65.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'778 | 250'000 | 10'338 CHF | 5'098 CHF | 99.36% | 99.36% |
12.11.2024 | 60.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'944 | 250'000 | 11'814 CHF | 5'468 CHF | 99.10% | 99.10% |
11.11.2024 | 49.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'736 | 250'000 | 15'149 CHF | 6'299 CHF | 99.27% | 99.27% |
08.11.2024 | 46.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'513 CHF | 6'628 CHF | 99.37% | 99.37% |
07.11.2024 | 50.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'994 | 250'000 | 14'694 CHF | 6'192 CHF | 99.19% | 99.19% |