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 | 994'496 | 250'000 | 9'945 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'644 | 250'000 | 9'966 CHF | 5'000 CHF | 99.30% | 99.30% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.25% | 99.25% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'100 | 250'000 | 9'951 CHF | 5'000 CHF | 99.38% | 99.38% |
14.11.2024 | 50.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'797 | 250'000 | 14'864 CHF | 6'232 CHF | 99.36% | 99.36% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'848 | 250'000 | 14'938 CHF | 6'250 CHF | 99.38% | 99.38% |
12.11.2024 | 50.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'054 | 250'000 | 14'641 CHF | 6'201 CHF | 99.09% | 99.09% |
11.11.2024 | 53.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'263 | 250'000 | 14'003 CHF | 6'015 CHF | 91.09% | 91.09% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'036 | 250'000 | 14'896 CHF | 6'250 CHF | 99.39% | 99.39% |
07.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'982 | 250'000 | 14'940 CHF | 6'250 CHF | 99.29% | 99.29% |