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 | 994'491 | 250'000 | 9'945 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'645 | 250'000 | 9'966 CHF | 5'000 CHF | 99.29% | 99.29% |
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 | 99.30% | 99.30% |
15.11.2024 | 66.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'003 | 250'000 | 10'045 CHF | 5'024 CHF | 99.39% | 99.39% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'871 | 250'000 | 9'959 CHF | 5'000 CHF | 99.35% | 99.35% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'867 | 250'000 | 9'959 CHF | 5'000 CHF | 99.37% | 99.37% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'062 | 250'000 | 9'891 CHF | 5'000 CHF | 99.09% | 99.09% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'254 | 250'000 | 9'943 CHF | 5'000 CHF | 91.13% | 91.13% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'079 | 250'000 | 9'931 CHF | 5'000 CHF | 99.38% | 99.38% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'177 | 250'000 | 9'962 CHF | 5'000 CHF | 99.26% | 99.26% |