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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'830 | 250'000 | 4'974 CHF | 3'750 CHF | 99.37% | 99.37% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.28% | 99.28% |
18.11.2024 | 90.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'482 CHF | 4'120 CHF | 99.30% | 99.30% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'237 | 250'000 | 9'952 CHF | 5'000 CHF | 99.39% | 99.39% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'170 | 250'000 | 9'962 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'020 | 250'000 | 9'960 CHF | 5'000 CHF | 99.39% | 99.39% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'586 | 250'000 | 9'896 CHF | 5'000 CHF | 99.08% | 99.08% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.31% | 99.31% |
08.11.2024 | 83.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'301 | 250'000 | 7'427 CHF | 4'365 CHF | 99.38% | 99.38% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'423 | 250'000 | 9'964 CHF | 5'000 CHF | 99.27% | 99.27% |