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 | 70.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'807 | 250'000 | 9'426 CHF | 4'869 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.30% | 99.30% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.28% | 99.28% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'243 | 250'000 | 9'952 CHF | 5'000 CHF | 99.39% | 99.39% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'181 | 250'000 | 9'962 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'003 | 250'000 | 9'960 CHF | 5'000 CHF | 99.39% | 99.39% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'534 | 250'000 | 9'895 CHF | 5'000 CHF | 99.09% | 99.09% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.30% | 99.30% |
08.11.2024 | 66.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'280 | 250'000 | 9'921 CHF | 4'997 CHF | 99.38% | 99.38% |
07.11.2024 | 67.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'443 | 250'000 | 9'900 CHF | 4'984 CHF | 99.27% | 99.27% |