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 | 995'057 | 250'000 | 9'951 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'549 | 250'000 | 9'935 CHF | 5'000 CHF | 97.59% | 97.59% |
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 | 99.25% | 99.25% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'676 | 250'000 | 9'957 CHF | 5'000 CHF | 99.39% | 99.39% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'321 | 250'000 | 9'963 CHF | 5'000 CHF | 99.38% | 99.38% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'400 | 250'000 | 9'964 CHF | 5'000 CHF | 99.39% | 99.39% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'701 | 250'000 | 9'907 CHF | 5'000 CHF | 99.03% | 99.03% |
11.11.2024 | 66.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'056 CHF | 5'014 CHF | 99.28% | 99.28% |
08.11.2024 | 59.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'675 | 250'000 | 12'022 CHF | 5'521 CHF | 99.37% | 99.37% |
07.11.2024 | 52.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'690 | 250'000 | 14'223 CHF | 6'068 CHF | 99.28% | 99.28% |