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 | 99.39% | 99.39% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'636 | 250'000 | 4'923 CHF | 3'750 CHF | 98.42% | 98.42% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'207 | 250'000 | 4'981 CHF | 3'750 CHF | 99.28% | 99.28% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'637 | 250'000 | 4'963 CHF | 3'750 CHF | 99.38% | 99.38% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'373 | 250'000 | 4'967 CHF | 3'750 CHF | 99.36% | 99.36% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'842 | 250'000 | 4'969 CHF | 3'750 CHF | 99.05% | 99.05% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'489 | 250'000 | 4'977 CHF | 3'750 CHF | 99.29% | 99.29% |
08.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
07.11.2024 | 99.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'429 | 250'000 | 5'115 CHF | 3'787 CHF | 99.26% | 99.26% |