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 | 993'232 | 250'000 | 4'966 CHF | 3'750 CHF | 99.39% | 99.39% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'752 | 250'000 | 4'979 CHF | 3'750 CHF | 99.26% | 99.26% |
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 | 99.31% | 99.31% |
15.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'090 | 250'000 | 4'970 CHF | 3'750 CHF | 99.38% | 99.38% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'351 | 250'000 | 4'972 CHF | 3'750 CHF | 99.38% | 99.38% |
13.11.2024 | 99.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'847 | 249'998 | 5'043 CHF | 3'767 CHF | 99.36% | 99.36% |
12.11.2024 | 84.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'123 | 250'000 | 7'277 CHF | 4'325 CHF | 99.08% | 99.08% |
11.11.2024 | 66.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'791 | 250'000 | 9'949 CHF | 4'995 CHF | 99.30% | 99.30% |
08.11.2024 | 66.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'969 CHF | 4'992 CHF | 99.39% | 99.39% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'849 | 250'000 | 9'948 CHF | 5'000 CHF | 99.28% | 99.28% |