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 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'986 | 250'000 | 4'925 CHF | 3'750 CHF | 98.26% | 98.26% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'747 | 250'000 | 4'979 CHF | 3'750 CHF | 99.28% | 99.28% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.35% | 99.35% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'794 | 250'000 | 4'964 CHF | 3'750 CHF | 99.38% | 99.38% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'430 | 250'000 | 4'967 CHF | 3'750 CHF | 99.05% | 99.05% |
11.11.2024 | 99.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'138 | 250'000 | 5'095 CHF | 3'780 CHF | 99.29% | 99.29% |
08.11.2024 | 91.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'203 CHF | 4'051 CHF | 99.38% | 99.38% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'161 | 250'000 | 4'966 CHF | 3'750 CHF | 99.24% | 99.24% |