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 | 99.45% | 99.45% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'649 | 250'000 | 4'998 CHF | 3'750 CHF | 98.87% | 98.87% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 978'295 | 250'000 | 4'891 CHF | 3'750 CHF | 99.34% | 99.34% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'890 | 250'000 | 4'999 CHF | 3'750 CHF | 98.52% | 98.52% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'832 | 250'000 | 4'979 CHF | 3'750 CHF | 95.47% | 95.47% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 892'535 | 223'261 | 4'463 CHF | 3'349 CHF | 98.98% | 98.98% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 499'937 | 125'000 | 2'500 CHF | 1'875 CHF | 98.27% | 98.27% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 492'279 | 125'000 | 2'461 CHF | 1'875 CHF | 98.15% | 98.15% |
08.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 498'500 | 125'000 | 2'493 CHF | 1'875 CHF | 98.80% | 98.80% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'500 CHF | 1'875 CHF | 99.24% | 99.24% |