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 | 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% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'186 | 250'000 | 9'942 CHF | 5'000 CHF | 99.27% | 99.27% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'843 | 250'000 | 9'958 CHF | 5'000 CHF | 99.30% | 99.30% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.39% | 99.39% |
14.11.2024 | 66.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'039 CHF | 5'010 CHF | 99.39% | 99.39% |
13.11.2024 | 65.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'999 | 250'000 | 10'339 CHF | 5'102 CHF | 99.39% | 99.39% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'581 | 250'000 | 9'936 CHF | 5'000 CHF | 99.09% | 99.09% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'329 | 250'000 | 9'953 CHF | 5'000 CHF | 99.27% | 99.27% |
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 | 99.39% | 99.39% |
07.11.2024 | 62.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'223 | 250'000 | 11'310 CHF | 5'344 CHF | 99.28% | 99.28% |