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 | 66.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'164 CHF | 5'041 CHF | 99.37% | 99.37% |
18.11.2024 | 57.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'558 CHF | 5'890 CHF | 99.37% | 99.37% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.36% | 99.36% |
14.11.2024 | 46.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'698 CHF | 6'925 CHF | 99.38% | 99.38% |
13.11.2024 | 44.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'241 CHF | 7'060 CHF | 99.37% | 99.37% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.16% | 99.16% |
11.11.2024 | 38.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'026 CHF | 7'756 CHF | 99.38% | 99.38% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.37% | 99.37% |
07.11.2024 | 29.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'008 CHF | 9'752 CHF | 98.58% | 98.58% |