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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
20.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'288 | 250'000 | 4'971 CHF | 3'750 CHF | 99.38% | 99.38% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'712 | 250'000 | 4'984 CHF | 3'750 CHF | 99.22% | 99.22% |
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 | 99.28% | 99.28% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'927 | 250'000 | 4'975 CHF | 3'750 CHF | 99.38% | 99.38% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'538 | 250'000 | 4'978 CHF | 3'750 CHF | 99.36% | 99.36% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'758 | 250'000 | 4'979 CHF | 3'750 CHF | 99.36% | 99.36% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'000 | 250'000 | 4'945 CHF | 3'750 CHF | 99.05% | 99.05% |
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 | 99.23% | 99.23% |
08.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'873 | 250'000 | 4'964 CHF | 3'750 CHF | 99.39% | 99.39% |