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 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.38% | 99.38% |
20.11.2024 | 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% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'173 | 250'000 | 4'971 CHF | 3'750 CHF | 99.27% | 99.27% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'042 | 250'000 | 4'980 CHF | 3'750 CHF | 99.26% | 99.26% |
15.11.2024 | 79.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'092 CHF | 4'523 CHF | 99.39% | 99.39% |
14.11.2024 | 97.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'700 | 250'000 | 5'302 CHF | 3'835 CHF | 99.35% | 99.35% |
13.11.2024 | 87.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'166 | 250'000 | 6'781 CHF | 4'204 CHF | 99.37% | 99.37% |
12.11.2024 | 67.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'619 | 250'000 | 9'754 CHF | 4'954 CHF | 99.09% | 99.09% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'363 | 250'000 | 9'954 CHF | 5'000 CHF | 99.24% | 99.24% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.39% | 99.39% |