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 | 99.25% | 99.25% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'653 | 250'000 | 4'998 CHF | 3'750 CHF | 99.01% | 99.01% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'604 | 250'000 | 4'938 CHF | 3'750 CHF | 97.52% | 97.52% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'899 | 250'000 | 4'999 CHF | 3'750 CHF | 98.45% | 98.45% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'830 | 250'000 | 4'979 CHF | 3'750 CHF | 95.52% | 95.52% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 892'857 | 223'226 | 4'464 CHF | 3'348 CHF | 98.88% | 98.88% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 499'937 | 125'000 | 2'500 CHF | 1'875 CHF | 98.26% | 98.26% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 491'566 | 125'000 | 2'458 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 | 99.42% | 99.42% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 499'992 | 125'000 | 2'500 CHF | 1'875 CHF | 98.85% | 98.85% |