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 | 91.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'246 CHF | 4'061 CHF | 99.83% | 99.83% |
19.11.2024 | 69.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'069 | 250'000 | 9'483 CHF | 4'886 CHF | 97.58% | 97.58% |
18.11.2024 | 55.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'236 CHF | 5'809 CHF | 100.00% | 100.00% |
15.11.2024 | 55.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'206 CHF | 5'802 CHF | 100.00% | 100.00% |
14.11.2024 | 50.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'963 CHF | 6'241 CHF | 100.00% | 100.00% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.94% | 99.94% |
12.11.2024 | 50.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'986 CHF | 6'247 CHF | 100.00% | 100.00% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.78% | 99.78% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
07.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'996 | 250'000 | 15'000 CHF | 6'250 CHF | 99.70% | 99.70% |