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 | 994'592 | 250'000 | 4'973 CHF | 3'750 CHF | 99.39% | 99.39% |
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 | 99.26% | 99.26% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.26% | 99.26% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'296 | 250'000 | 4'976 CHF | 3'750 CHF | 99.38% | 99.38% |
14.11.2024 | 99.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'057 | 250'000 | 5'129 CHF | 3'787 CHF | 99.35% | 99.35% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'002 | 250'000 | 9'960 CHF | 5'000 CHF | 99.38% | 99.38% |
12.11.2024 | 91.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'364 | 250'000 | 6'177 CHF | 4'058 CHF | 99.09% | 99.09% |
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 | 99.23% | 99.23% |
08.11.2024 | 96.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'253 | 250'000 | 5'561 CHF | 3'899 CHF | 99.38% | 99.38% |
07.11.2024 | 67.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'262 | 250'000 | 9'808 CHF | 4'961 CHF | 99.27% | 99.27% |