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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 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% |
20.11.2024 | 66.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'876 | 250'000 | 9'892 CHF | 4'991 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'032 | 250'000 | 9'950 CHF | 5'000 CHF | 99.29% | 99.29% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'857 | 250'000 | 9'969 CHF | 5'000 CHF | 99.29% | 99.29% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'538 | 250'000 | 9'935 CHF | 5'000 CHF | 99.39% | 99.39% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'072 | 250'000 | 9'941 CHF | 5'000 CHF | 99.34% | 99.34% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'315 | 250'000 | 9'943 CHF | 5'000 CHF | 99.37% | 99.37% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'724 | 250'000 | 9'947 CHF | 5'000 CHF | 99.08% | 99.08% |
11.11.2024 | 67.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'393 | 250'000 | 9'823 CHF | 4'965 CHF | 99.21% | 99.21% |
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% |