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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'211 | 250'000 | 9'942 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'144 | 250'000 | 9'901 CHF | 5'000 CHF | 97.48% | 97.48% |
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 | 99.28% | 99.28% |
15.11.2024 | 65.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'826 | 250'000 | 10'159 CHF | 5'053 CHF | 99.38% | 99.38% |
14.11.2024 | 64.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'653 | 250'000 | 10'753 CHF | 5'199 CHF | 99.34% | 99.34% |
13.11.2024 | 50.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'471 | 250'000 | 14'923 CHF | 6'248 CHF | 99.39% | 99.39% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'788 | 250'000 | 14'832 CHF | 6'250 CHF | 99.06% | 99.06% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'999 CHF | 6'250 CHF | 99.27% | 99.27% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'814 | 250'000 | 14'892 CHF | 6'250 CHF | 99.39% | 99.39% |
07.11.2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'972 | 250'000 | 14'945 CHF | 6'251 CHF | 99.26% | 99.26% |