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 | 992'589 | 250'000 | 4'963 CHF | 3'750 CHF | 99.39% | 99.39% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 982'226 | 250'000 | 4'911 CHF | 3'750 CHF | 98.97% | 98.97% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'768 | 250'000 | 4'984 CHF | 3'750 CHF | 99.28% | 99.28% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'501 | 250'000 | 4'968 CHF | 3'750 CHF | 99.38% | 99.38% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'910 | 250'000 | 4'970 CHF | 3'750 CHF | 99.31% | 99.31% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'268 | 250'000 | 4'971 CHF | 3'750 CHF | 99.36% | 99.36% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'586 | 250'000 | 4'973 CHF | 3'750 CHF | 99.07% | 99.07% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'301 | 250'000 | 4'982 CHF | 3'750 CHF | 99.28% | 99.28% |
08.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'330 | 250'000 | 4'972 CHF | 3'750 CHF | 99.26% | 99.26% |