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 | 994'415 | 250'000 | 9'944 CHF | 5'000 CHF | 99.39% | 99.39% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'771 | 250'000 | 9'968 CHF | 5'000 CHF | 99.28% | 99.28% |
18.11.2024 | 63.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'810 CHF | 5'202 CHF | 99.29% | 99.29% |
15.11.2024 | 64.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'005 | 250'000 | 10'712 CHF | 5'190 CHF | 99.39% | 99.39% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'692 | 250'000 | 9'957 CHF | 5'000 CHF | 99.37% | 99.37% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'721 | 250'000 | 9'957 CHF | 5'000 CHF | 99.39% | 99.39% |
12.11.2024 | 65.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'086 | 250'000 | 10'314 CHF | 5'115 CHF | 99.09% | 99.09% |
11.11.2024 | 57.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'152 | 250'000 | 12'654 CHF | 5'685 CHF | 91.14% | 91.14% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'028 | 250'000 | 9'930 CHF | 5'000 CHF | 99.39% | 99.39% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'107 | 250'000 | 9'961 CHF | 5'000 CHF | 99.26% | 99.26% |