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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.39% | 99.39% |
19.11.2024 | 64.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'597 | 250'000 | 10'626 CHF | 5'172 CHF | 99.30% | 99.30% |
18.11.2024 | 49.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'600 | 250'000 | 14'993 CHF | 6'265 CHF | 99.28% | 99.28% |
15.11.2024 | 46.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'767 CHF | 6'692 CHF | 99.38% | 99.38% |
14.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'848 CHF | 6'212 CHF | 99.35% | 99.35% |
13.11.2024 | 44.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'767 | 250'000 | 17'679 CHF | 6'956 CHF | 99.37% | 99.37% |
12.11.2024 | 34.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'198 | 250'000 | 23'670 CHF | 8'460 CHF | 99.08% | 99.08% |
11.11.2024 | 24.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'021 | 250'000 | 35'287 CHF | 11'365 CHF | 99.29% | 99.29% |
08.11.2024 | 23.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'688 | 282'360 | 38'154 CHF | 13'997 CHF | 99.38% | 99.38% |
07.11.2024 | 17.19% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 939'175 | 451'665 | 50'080 CHF | 28'760 CHF | 99.26% | 99.26% |