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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'841 | 250'000 | 9'928 CHF | 5'000 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'004 | 250'000 | 9'950 CHF | 5'000 CHF | 99.29% | 99.29% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'980 | 250'000 | 9'970 CHF | 5'000 CHF | 99.27% | 99.27% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'609 | 250'000 | 9'936 CHF | 5'000 CHF | 99.38% | 99.38% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'999 | 250'000 | 9'940 CHF | 5'000 CHF | 99.33% | 99.33% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'252 | 250'000 | 9'943 CHF | 5'000 CHF | 99.38% | 99.38% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'752 | 250'000 | 9'948 CHF | 5'000 CHF | 99.08% | 99.08% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'290 | 250'000 | 9'963 CHF | 5'000 CHF | 99.24% | 99.24% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.38% | 99.38% |
07.11.2024 | 66.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'430 | 250'000 | 9'951 CHF | 5'002 CHF | 99.26% | 99.26% |