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 | 99.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'016 CHF | 3'754 CHF | 99.83% | 99.83% |
19.11.2024 | 73.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'016 CHF | 4'754 CHF | 99.81% | 99.81% |
18.11.2024 | 99.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'014 CHF | 3'753 CHF | 100.00% | 100.00% |
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 | 100.00% | 100.00% |
14.11.2024 | 99.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'038 CHF | 3'760 CHF | 100.00% | 100.00% |
13.11.2024 | 67.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'845 CHF | 4'961 CHF | 99.97% | 99.97% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.77% | 99.77% |
08.11.2024 | 77.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'376 CHF | 4'594 CHF | 100.00% | 100.00% |
07.11.2024 | 68.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 937'145 | 250'000 | 9'099 CHF | 4'923 CHF | 77.71% | 77.71% |