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 | 994'533 | 250'000 | 4'973 CHF | 3'750 CHF | 99.09% | 99.09% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'122 | 250'000 | 4'931 CHF | 3'750 CHF | 97.84% | 97.84% |
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 | 99.32% | 99.32% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'748 | 250'000 | 4'954 CHF | 3'750 CHF | 99.35% | 99.35% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 983'651 | 250'000 | 4'918 CHF | 3'750 CHF | 99.47% | 99.47% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 876'142 | 222'364 | 4'381 CHF | 3'335 CHF | 99.20% | 99.20% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 490'123 | 125'000 | 2'451 CHF | 1'875 CHF | 99.00% | 99.00% |
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 | 99.33% | 99.33% |
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 | 99.47% | 99.47% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'742 | 125'000 | 2'464 CHF | 1'875 CHF | 99.23% | 99.23% |