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 | 57.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'849 CHF | 5'712 CHF | 99.38% | 99.38% |
19.11.2024 | 50.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'553 | 250'000 | 14'925 CHF | 6'255 CHF | 99.28% | 99.28% |
18.11.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'504 | 250'000 | 19'897 CHF | 7'497 CHF | 99.30% | 99.30% |
15.11.2024 | 41.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'180 CHF | 7'295 CHF | 99.38% | 99.38% |
14.11.2024 | 46.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'620 CHF | 6'655 CHF | 99.34% | 99.34% |
13.11.2024 | 40.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'793 | 250'000 | 19'632 CHF | 7'444 CHF | 99.36% | 99.36% |
12.11.2024 | 30.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'238 | 250'000 | 27'854 CHF | 9'514 CHF | 99.08% | 99.08% |
11.11.2024 | 21.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'028 | 250'000 | 41'562 CHF | 12'940 CHF | 99.26% | 99.26% |
08.11.2024 | 19.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 973'585 | 297'690 | 45'028 CHF | 17'246 CHF | 99.39% | 99.39% |
07.11.2024 | 14.30% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 784'736 | 394'051 | 50'972 CHF | 29'605 CHF | 99.27% | 99.27% |