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 | 94.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'728 | 250'000 | 5'808 CHF | 3'960 CHF | 99.26% | 99.26% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'467 | 250'000 | 9'955 CHF | 5'000 CHF | 99.31% | 99.31% |
15.11.2024 | 67.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'832 CHF | 4'958 CHF | 99.38% | 99.38% |
14.11.2024 | 69.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'505 CHF | 4'876 CHF | 99.34% | 99.34% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'705 | 250'000 | 9'927 CHF | 5'000 CHF | 99.38% | 99.38% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'236 | 250'000 | 9'932 CHF | 5'000 CHF | 99.07% | 99.07% |
11.11.2024 | 50.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'964 | 250'000 | 14'892 CHF | 6'242 CHF | 99.28% | 99.28% |
08.11.2024 | 50.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'909 CHF | 6'227 CHF | 99.39% | 99.39% |
07.11.2024 | 43.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'912 | 250'000 | 18'068 CHF | 7'046 CHF | 99.28% | 99.28% |