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 | 993'334 | 250'000 | 4'967 CHF | 3'750 CHF | 99.37% | 99.37% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'625 | 250'000 | 4'978 CHF | 3'750 CHF | 99.28% | 99.28% |
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 | 994'062 | 250'000 | 4'970 CHF | 3'750 CHF | 99.38% | 99.38% |
14.11.2024 | 80.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'504 | 250'000 | 7'803 CHF | 4'465 CHF | 99.35% | 99.35% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'845 | 250'000 | 9'948 CHF | 5'000 CHF | 99.36% | 99.36% |
12.11.2024 | 66.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'121 | 250'000 | 9'958 CHF | 5'002 CHF | 99.09% | 99.09% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'788 | 250'000 | 9'968 CHF | 5'000 CHF | 99.29% | 99.29% |
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 | 99.39% | 99.39% |
07.11.2024 | 66.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'909 | 250'000 | 9'963 CHF | 5'004 CHF | 99.28% | 99.28% |