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 | 994'703 | 250'000 | 9'947 CHF | 5'000 CHF | 99.39% | 99.39% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.29% | 99.29% |
18.11.2024 | 63.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'089 CHF | 5'272 CHF | 99.28% | 99.28% |
15.11.2024 | 47.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'242 | 250'000 | 16'074 CHF | 6'536 CHF | 99.39% | 99.39% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'170 | 250'000 | 14'943 CHF | 6'250 CHF | 99.35% | 99.35% |
13.11.2024 | 49.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'053 | 250'000 | 15'442 CHF | 6'375 CHF | 99.38% | 99.38% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'508 | 250'000 | 14'843 CHF | 6'250 CHF | 99.09% | 99.09% |
11.11.2024 | 43.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'391 CHF | 7'098 CHF | 99.31% | 99.31% |
08.11.2024 | 59.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'228 | 250'000 | 12'021 CHF | 5'522 CHF | 99.39% | 99.39% |
07.11.2024 | 43.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'225 | 250'000 | 18'223 CHF | 7'075 CHF | 99.30% | 99.30% |