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 | 993'262 | 250'000 | 4'966 CHF | 3'750 CHF | 99.39% | 99.39% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'352 | 250'000 | 4'947 CHF | 3'750 CHF | 97.37% | 97.37% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.27% | 99.27% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'109 | 250'000 | 4'971 CHF | 3'750 CHF | 99.38% | 99.38% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'598 | 250'000 | 4'973 CHF | 3'750 CHF | 99.35% | 99.35% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'752 | 250'000 | 4'974 CHF | 3'750 CHF | 99.38% | 99.38% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'138 | 250'000 | 4'976 CHF | 3'750 CHF | 99.07% | 99.07% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.24% | 99.24% |
08.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'223 | 250'000 | 4'961 CHF | 3'750 CHF | 99.38% | 99.38% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'100 | 250'000 | 4'976 CHF | 3'750 CHF | 99.25% | 99.25% |