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 | 994'558 | 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 | 99.27% | 99.27% |
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 | 99.31% | 99.31% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'208 | 250'000 | 4'976 CHF | 3'750 CHF | 99.39% | 99.39% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'816 | 250'000 | 4'979 CHF | 3'750 CHF | 99.38% | 99.38% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'014 | 250'000 | 4'980 CHF | 3'750 CHF | 99.38% | 99.38% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'466 | 250'000 | 4'947 CHF | 3'750 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 | 99.27% | 99.27% |
08.11.2024 | 96.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'213 | 250'000 | 5'472 CHF | 3'876 CHF | 99.38% | 99.38% |
07.11.2024 | 52.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'217 | 250'000 | 14'338 CHF | 6'099 CHF | 99.25% | 99.25% |