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 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 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% |
18.11.2024 | 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% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.36% | 99.36% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 200'000 | 1'000'000 | 248'926 | 10'000 CHF | 4'979 CHF | 99.38% | 99.38% |
13.11.2024 | 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% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.15% | 99.15% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 200'000 | 1'000'000 | 206'401 | 10'000 CHF | 4'128 CHF | 99.38% | 99.38% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 200'000 | 1'000'000 | 217'428 | 10'000 CHF | 4'349 CHF | 99.37% | 99.37% |
07.11.2024 | 54.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 200'000 | 1'000'000 | 179'204 | 14'704 CHF | 4'317 CHF | 96.22% | 96.22% |