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 | 994'804 | 250'000 | 4'974 CHF | 3'750 CHF | 99.37% | 99.37% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.30% | 99.30% |
18.11.2024 | 95.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'719 CHF | 3'930 CHF | 99.28% | 99.28% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'240 | 250'000 | 4'976 CHF | 3'750 CHF | 99.39% | 99.39% |
14.11.2024 | 83.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'193 | 250'000 | 7'385 CHF | 4'351 CHF | 99.34% | 99.34% |
13.11.2024 | 92.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'079 | 250'000 | 6'181 CHF | 4'050 CHF | 99.38% | 99.38% |
12.11.2024 | 70.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'609 | 250'000 | 9'370 CHF | 4'860 CHF | 99.08% | 99.08% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.30% | 99.30% |
08.11.2024 | 72.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'275 | 250'000 | 9'057 CHF | 4'781 CHF | 99.38% | 99.38% |
07.11.2024 | 97.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'426 | 250'000 | 5'362 CHF | 3'845 CHF | 99.26% | 99.26% |