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 | 99.37% | 99.37% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'917 | 250'000 | 4'970 CHF | 3'750 CHF | 99.23% | 99.23% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'806 | 250'000 | 4'979 CHF | 3'750 CHF | 99.23% | 99.23% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.37% | 99.37% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.32% | 99.32% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'643 | 250'000 | 4'963 CHF | 3'750 CHF | 99.39% | 99.39% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'307 | 250'000 | 4'967 CHF | 3'750 CHF | 99.04% | 99.04% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'152 | 250'000 | 4'976 CHF | 3'750 CHF | 99.28% | 99.28% |
08.11.2024 | 99.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'124 CHF | 3'781 CHF | 99.39% | 99.39% |
07.11.2024 | 69.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'907 | 250'000 | 9'547 CHF | 4'905 CHF | 99.23% | 99.23% |