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 | 994'507 | 250'000 | 4'973 CHF | 3'750 CHF | 99.13% | 99.13% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'048 | 250'000 | 4'930 CHF | 3'750 CHF | 97.85% | 97.85% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.26% | 99.26% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'215 | 250'000 | 4'956 CHF | 3'750 CHF | 98.63% | 98.63% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'590 | 250'000 | 4'923 CHF | 3'750 CHF | 99.36% | 99.36% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 875'823 | 222'383 | 4'379 CHF | 3'336 CHF | 99.26% | 99.26% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 489'662 | 125'000 | 2'448 CHF | 1'875 CHF | 99.11% | 99.11% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'500 CHF | 1'875 CHF | 99.34% | 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 | 99.29% | 99.29% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'678 | 125'000 | 2'463 CHF | 1'875 CHF | 99.23% | 99.23% |