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 | 99.39% | 99.39% |
19.11.2024 | 80.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'478 | 250'000 | 7'887 CHF | 4'488 CHF | 99.27% | 99.27% |
18.11.2024 | 91.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'135 | 250'000 | 6'214 CHF | 4'066 CHF | 99.27% | 99.27% |
15.11.2024 | 92.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'073 CHF | 4'018 CHF | 99.38% | 99.38% |
14.11.2024 | 67.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'932 CHF | 4'983 CHF | 99.35% | 99.35% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'552 | 250'000 | 9'926 CHF | 5'000 CHF | 99.36% | 99.36% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'892 | 250'000 | 9'929 CHF | 5'000 CHF | 99.06% | 99.06% |
11.11.2024 | 67.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'788 | 250'000 | 9'809 CHF | 4'965 CHF | 99.25% | 99.25% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.38% | 99.38% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'735 | 250'000 | 9'927 CHF | 5'000 CHF | 99.27% | 99.27% |