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 | 66.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'408 | 250'000 | 9'947 CHF | 5'001 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'608 | 250'000 | 9'966 CHF | 5'000 CHF | 99.28% | 99.28% |
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 | 99.31% | 99.31% |
15.11.2024 | 66.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'064 | 250'000 | 9'997 CHF | 5'012 CHF | 99.38% | 99.38% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'608 | 250'000 | 9'956 CHF | 5'000 CHF | 99.38% | 99.38% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'713 | 250'000 | 9'957 CHF | 5'000 CHF | 99.39% | 99.39% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'259 | 250'000 | 9'893 CHF | 5'000 CHF | 99.06% | 99.06% |
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 | 99.24% | 99.24% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'087 | 250'000 | 9'931 CHF | 5'000 CHF | 99.38% | 99.38% |
07.11.2024 | 65.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'161 | 250'000 | 10'209 CHF | 5'062 CHF | 99.27% | 99.27% |