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 | 992'939 | 250'000 | 4'965 CHF | 3'750 CHF | 99.37% | 99.37% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'350 | 250'000 | 4'977 CHF | 3'750 CHF | 99.25% | 99.25% |
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 | 99.27% | 99.27% |
15.11.2024 | 99.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'582 | 250'000 | 5'066 CHF | 3'775 CHF | 99.39% | 99.39% |
14.11.2024 | 91.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 958'392 | 250'000 | 5'877 CHF | 4'060 CHF | 53.19% | 53.19% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'339 | 250'000 | 9'943 CHF | 5'000 CHF | 99.38% | 99.38% |
12.11.2024 | 66.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 980'863 | 250'000 | 9'860 CHF | 5'019 CHF | 86.25% | 86.25% |
11.11.2024 | 65.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'735 | 250'000 | 10'119 CHF | 5'063 CHF | 95.11% | 95.11% |
08.11.2024 | 66.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 982'378 | 250'000 | 9'830 CHF | 5'006 CHF | 93.35% | 93.35% |
07.11.2024 | 50.19% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'311 | 250'000 | 14'729 CHF | 6'236 CHF | 95.45% | 95.45% |