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 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'619 | 250'000 | 9'846 CHF | 5'000 CHF | 98.42% | 98.42% |
18.11.2024 | 89.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'069 | 250'000 | 6'476 CHF | 4'129 CHF | 99.20% | 99.20% |
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 | 992'885 | 250'000 | 4'964 CHF | 3'750 CHF | 99.35% | 99.35% |
13.11.2024 | 98.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'153 | 250'000 | 5'182 CHF | 3'804 CHF | 99.39% | 99.39% |
12.11.2024 | 88.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'684 | 250'000 | 6'699 CHF | 4'183 CHF | 99.06% | 99.06% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'441 | 250'000 | 9'954 CHF | 5'000 CHF | 99.28% | 99.28% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.38% | 99.38% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'520 | 250'000 | 9'935 CHF | 5'000 CHF | 99.26% | 99.26% |