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 | 66.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'430 | 250'000 | 9'931 CHF | 4'999 CHF | 99.36% | 99.36% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'721 | 250'000 | 9'957 CHF | 5'000 CHF | 99.25% | 99.25% |
18.11.2024 | 66.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'060 CHF | 5'015 CHF | 99.29% | 99.29% |
15.11.2024 | 66.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'098 | 250'000 | 9'999 CHF | 5'014 CHF | 99.38% | 99.38% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'577 | 250'000 | 9'946 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'649 | 250'000 | 9'946 CHF | 5'000 CHF | 99.39% | 99.39% |
12.11.2024 | 66.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'212 | 250'000 | 10'002 CHF | 5'012 CHF | 99.06% | 99.06% |
11.11.2024 | 66.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'167 CHF | 5'042 CHF | 99.26% | 99.26% |
08.11.2024 | 58.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'493 CHF | 5'623 CHF | 99.39% | 99.39% |
07.11.2024 | 46.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'047 | 250'000 | 16'873 CHF | 6'737 CHF | 99.26% | 99.26% |