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 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.38% | 99.38% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'854 | 250'000 | 4'969 CHF | 3'750 CHF | 99.26% | 99.26% |
18.11.2024 | 99.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'751 | 250'000 | 5'112 CHF | 3'783 CHF | 99.23% | 99.23% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.37% | 99.37% |
14.11.2024 | 67.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'863 CHF | 4'966 CHF | 99.32% | 99.32% |
13.11.2024 | 70.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'635 | 250'000 | 9'280 CHF | 4'838 CHF | 99.39% | 99.39% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'329 | 250'000 | 9'933 CHF | 5'000 CHF | 98.96% | 98.96% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'156 | 250'000 | 9'952 CHF | 5'000 CHF | 99.28% | 99.28% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.39% | 99.39% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'846 | 250'000 | 9'928 CHF | 5'000 CHF | 99.24% | 99.24% |