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 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.45% | 99.45% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'433 | 250'000 | 4'927 CHF | 3'750 CHF | 99.36% | 99.36% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'418 | 250'000 | 4'922 CHF | 3'750 CHF | 99.34% | 99.34% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.34% | 99.34% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.35% | 99.35% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 889'152 | 223'275 | 4'446 CHF | 3'349 CHF | 98.86% | 98.86% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 496'353 | 125'000 | 2'482 CHF | 1'875 CHF | 99.07% | 99.07% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'687 | 125'000 | 2'463 CHF | 1'875 CHF | 99.34% | 99.34% |
08.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'500 CHF | 1'875 CHF | 99.45% | 99.45% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'500 CHF | 1'875 CHF | 99.35% | 99.35% |