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 | 99.38% | 99.38% |
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 | 99.36% | 99.36% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.36% | 99.36% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.34% | 99.34% |
14.11.2024 | 41.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'391 CHF | 7'348 CHF | 99.38% | 99.38% |
13.11.2024 | 31.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'096 CHF | 9'274 CHF | 99.04% | 99.04% |
12.11.2024 | 20.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 236'088 | 44'676 CHF | 12'834 CHF | 99.14% | 99.14% |
11.11.2024 | 21.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 200'000 | 999'991 | 224'123 | 44'400 CHF | 12'011 CHF | 99.13% | 99.13% |
08.11.2024 | 28.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'170 CHF | 10'293 CHF | 99.37% | 99.37% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 98.56% | 98.56% |