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 | 993'339 | 250'000 | 4'967 CHF | 3'750 CHF | 99.38% | 99.38% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'573 | 250'000 | 4'978 CHF | 3'750 CHF | 99.28% | 99.28% |
18.11.2024 | 99.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'034 CHF | 3'758 CHF | 99.29% | 99.29% |
15.11.2024 | 97.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'135 | 250'000 | 5'402 CHF | 3'858 CHF | 99.38% | 99.38% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'570 | 250'000 | 4'973 CHF | 3'750 CHF | 99.35% | 99.35% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'894 | 250'000 | 4'974 CHF | 3'750 CHF | 99.36% | 99.36% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'506 | 250'000 | 4'938 CHF | 3'750 CHF | 99.04% | 99.04% |
11.11.2024 | 99.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'007 CHF | 3'752 CHF | 99.25% | 99.25% |
08.11.2024 | 84.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'383 CHF | 4'346 CHF | 99.39% | 99.39% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'044 | 250'000 | 9'950 CHF | 5'000 CHF | 99.26% | 99.26% |