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 | 993'215 | 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 | 980'902 | 250'000 | 4'905 CHF | 3'750 CHF | 99.29% | 99.29% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.29% | 99.29% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'015 | 250'000 | 4'970 CHF | 3'750 CHF | 99.37% | 99.37% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'108 | 250'000 | 4'971 CHF | 3'750 CHF | 99.39% | 99.39% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'697 | 250'000 | 4'973 CHF | 3'750 CHF | 99.37% | 99.37% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'088 | 250'000 | 4'975 CHF | 3'750 CHF | 99.06% | 99.06% |
11.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'702 | 250'000 | 4'984 CHF | 3'750 CHF | 99.29% | 99.29% |
08.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.37% | 99.37% |
07.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'833 | 250'000 | 4'974 CHF | 3'750 CHF | 99.23% | 99.23% |