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 | 993'098 | 250'000 | 4'965 CHF | 3'750 CHF | 99.39% | 99.39% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 981'238 | 250'000 | 4'906 CHF | 3'750 CHF | 99.24% | 99.24% |
18.11.2024 | 98.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'276 CHF | 3'819 CHF | 99.26% | 99.26% |
15.11.2024 | 85.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'888 | 250'000 | 7'084 CHF | 4'279 CHF | 99.39% | 99.39% |
14.11.2024 | 97.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'279 | 250'000 | 5'309 CHF | 3'835 CHF | 99.37% | 99.37% |
13.11.2024 | 71.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'736 | 250'000 | 9'197 CHF | 4'812 CHF | 99.36% | 99.36% |
12.11.2024 | 67.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'064 | 250'000 | 9'861 CHF | 4'978 CHF | 99.06% | 99.06% |
11.11.2024 | 66.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'661 | 250'000 | 10'144 CHF | 5'044 CHF | 99.28% | 99.28% |
08.11.2024 | 66.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'004 CHF | 5'001 CHF | 99.39% | 99.39% |
07.11.2024 | 66.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'965 | 250'000 | 10'051 CHF | 5'025 CHF | 99.19% | 99.19% |