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 | 995'041 | 250'000 | 4'975 CHF | 3'750 CHF | 99.39% | 99.39% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.24% | 99.24% |
18.11.2024 | 99.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'063 CHF | 3'766 CHF | 99.28% | 99.28% |
15.11.2024 | 88.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'889 | 250'000 | 6'718 CHF | 4'185 CHF | 99.37% | 99.37% |
14.11.2024 | 82.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'736 | 250'000 | 7'627 CHF | 4'415 CHF | 99.34% | 99.34% |
13.11.2024 | 79.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'669 | 250'000 | 8'125 CHF | 4'536 CHF | 99.36% | 99.36% |
12.11.2024 | 66.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'700 | 250'000 | 9'860 CHF | 4'988 CHF | 99.06% | 99.06% |
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 | 66.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'625 | 250'000 | 9'937 CHF | 5'000 CHF | 99.39% | 99.39% |
07.11.2024 | 56.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'872 | 250'000 | 13'164 CHF | 5'803 CHF | 99.26% | 99.26% |