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 | 994'557 | 250'000 | 9'946 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 | 99.28% | 99.28% |
18.11.2024 | 53.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'080 CHF | 6'020 CHF | 99.29% | 99.29% |
15.11.2024 | 41.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'281 | 250'000 | 19'195 CHF | 7'322 CHF | 99.38% | 99.38% |
14.11.2024 | 44.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'040 | 250'000 | 17'565 CHF | 6'911 CHF | 99.35% | 99.35% |
13.11.2024 | 49.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'019 | 250'000 | 15'332 CHF | 6'348 CHF | 99.38% | 99.38% |
12.11.2024 | 37.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'569 | 250'000 | 21'458 CHF | 7'917 CHF | 99.06% | 99.06% |
11.11.2024 | 35.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'436 | 248'608 | 23'005 CHF | 8'237 CHF | 99.28% | 99.28% |