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 | 993'296 | 250'000 | 4'966 CHF | 3'750 CHF | 99.38% | 99.38% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'746 | 250'000 | 4'979 CHF | 3'750 CHF | 99.28% | 99.28% |
18.11.2024 | 94.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'762 CHF | 3'941 CHF | 99.26% | 99.26% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'076 | 250'000 | 9'941 CHF | 5'000 CHF | 99.38% | 99.38% |
14.11.2024 | 55.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'468 | 250'000 | 13'366 CHF | 5'862 CHF | 99.36% | 99.36% |
13.11.2024 | 46.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'635 | 250'000 | 16'465 CHF | 6'636 CHF | 99.39% | 99.39% |
12.11.2024 | 42.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'164 | 250'000 | 18'651 CHF | 7'181 CHF | 99.07% | 99.07% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'721 | 250'000 | 19'934 CHF | 7'500 CHF | 99.28% | 99.28% |
08.11.2024 | 38.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'040 CHF | 7'760 CHF | 99.39% | 99.39% |
07.11.2024 | 34.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'895 | 250'000 | 23'893 CHF | 8'505 CHF | 99.28% | 99.28% |