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 | 62.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'184 | 250'000 | 11'101 CHF | 5'290 CHF | 99.30% | 99.30% |
18.11.2024 | 34.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'198 | 250'000 | 23'745 CHF | 8'460 CHF | 99.27% | 99.27% |
15.11.2024 | 32.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'363 CHF | 8'841 CHF | 99.39% | 99.39% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'885 | 250'000 | 29'787 CHF | 10'000 CHF | 99.35% | 99.35% |
13.11.2024 | 28.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'178 | 250'000 | 29'437 CHF | 9'910 CHF | 99.39% | 99.39% |
12.11.2024 | 29.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'785 | 250'000 | 28'911 CHF | 9'774 CHF | 99.08% | 99.08% |
11.11.2024 | 32.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'461 | 250'000 | 25'793 CHF | 8'977 CHF | 99.28% | 99.28% |
08.11.2024 | 33.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'081 CHF | 8'770 CHF | 99.38% | 99.38% |
07.11.2024 | 33.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'568 | 250'000 | 24'826 CHF | 8'747 CHF | 99.26% | 99.26% |