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 | 994'560 | 250'000 | 4'973 CHF | 3'750 CHF | 99.14% | 99.14% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'146 | 250'000 | 4'926 CHF | 3'750 CHF | 98.75% | 98.75% |
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 | 99.33% | 99.33% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'320 | 250'000 | 4'957 CHF | 3'750 CHF | 99.31% | 99.31% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'376 | 250'000 | 4'932 CHF | 3'750 CHF | 99.33% | 99.33% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 876'094 | 222'392 | 4'380 CHF | 3'336 CHF | 99.29% | 99.29% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 489'695 | 125'000 | 2'448 CHF | 1'875 CHF | 99.13% | 99.13% |
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 | 99.31% | 99.31% |
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 | 492'451 | 125'000 | 2'462 CHF | 1'875 CHF | 99.31% | 99.31% |