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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'262 | 250'000 | 4'961 CHF | 3'750 CHF | 99.36% | 99.36% |
20.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'723 | 250'000 | 4'974 CHF | 3'750 CHF | 99.37% | 99.37% |
19.11.2024 | 91.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'343 CHF | 4'086 CHF | 99.25% | 99.25% |
18.11.2024 | 75.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'749 CHF | 4'687 CHF | 99.24% | 99.24% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'319 | 250'000 | 9'953 CHF | 5'000 CHF | 99.37% | 99.37% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'056 | 250'000 | 9'961 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 51.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'959 | 250'000 | 14'566 CHF | 6'157 CHF | 99.39% | 99.39% |
12.11.2024 | 65.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'529 | 250'000 | 10'230 CHF | 5'084 CHF | 99.07% | 99.07% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.24% | 99.24% |
08.11.2024 | 66.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'228 | 250'000 | 10'065 CHF | 5'033 CHF | 99.38% | 99.38% |