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 | 993'403 | 250'000 | 9'934 CHF | 5'000 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'757 | 250'000 | 9'958 CHF | 5'000 CHF | 98.57% | 98.57% |
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 | 67.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'070 | 250'000 | 9'819 CHF | 4'970 CHF | 99.39% | 99.39% |
14.11.2024 | 96.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'290 | 250'000 | 5'555 CHF | 3'896 CHF | 99.39% | 99.39% |
13.11.2024 | 67.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'851 | 250'000 | 9'763 CHF | 4'954 CHF | 99.37% | 99.37% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'194 | 250'000 | 9'952 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 | 99.27% | 99.27% |
08.11.2024 | 66.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'178 CHF | 5'044 CHF | 99.39% | 99.39% |
07.11.2024 | 47.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'116 | 250'000 | 16'407 CHF | 6'620 CHF | 99.25% | 99.25% |