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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'527 | 250'000 | 9'945 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'814 | 250'000 | 9'968 CHF | 5'000 CHF | 99.27% | 99.27% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.27% | 99.27% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'092 | 250'000 | 9'951 CHF | 5'000 CHF | 99.38% | 99.38% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'842 | 250'000 | 9'958 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'939 | 250'000 | 9'959 CHF | 5'000 CHF | 99.36% | 99.36% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'243 | 250'000 | 9'892 CHF | 5'000 CHF | 99.07% | 99.07% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'262 | 250'000 | 9'943 CHF | 5'000 CHF | 91.12% | 91.12% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'007 | 250'000 | 9'930 CHF | 5'000 CHF | 99.39% | 99.39% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'125 | 250'000 | 9'961 CHF | 5'000 CHF | 99.27% | 99.27% |