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 | 992'924 | 250'000 | 4'965 CHF | 3'750 CHF | 99.38% | 99.38% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'266 | 250'000 | 4'976 CHF | 3'750 CHF | 99.28% | 99.28% |
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 | 993'715 | 250'000 | 4'969 CHF | 3'750 CHF | 99.38% | 99.38% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'875 | 250'000 | 4'969 CHF | 3'750 CHF | 99.38% | 99.38% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'286 | 250'000 | 4'971 CHF | 3'750 CHF | 99.39% | 99.39% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'741 | 250'000 | 4'974 CHF | 3'750 CHF | 99.09% | 99.09% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'508 | 250'000 | 4'983 CHF | 3'750 CHF | 99.27% | 99.27% |
08.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.38% | 99.38% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'493 | 250'000 | 4'972 CHF | 3'750 CHF | 99.25% | 99.25% |