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 | 98.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'417 | 250'000 | 5'159 CHF | 3'798 CHF | 99.37% | 99.37% |
19.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'632 | 250'000 | 4'978 CHF | 3'750 CHF | 98.59% | 98.59% |
18.11.2024 | 66.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'999 CHF | 5'000 CHF | 99.28% | 99.28% |
15.11.2024 | 83.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'191 | 250'000 | 7'474 CHF | 4'383 CHF | 99.37% | 99.37% |
14.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'418 | 250'000 | 4'972 CHF | 3'750 CHF | 99.38% | 99.38% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'917 | 250'000 | 4'975 CHF | 3'750 CHF | 99.36% | 99.36% |
12.11.2024 | 99.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'155 | 250'000 | 4'980 CHF | 3'751 CHF | 99.08% | 99.08% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.28% | 99.28% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'195 | 250'000 | 9'922 CHF | 5'000 CHF | 99.38% | 99.38% |
07.11.2024 | 56.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'064 | 250'000 | 12'838 CHF | 5'728 CHF | 99.26% | 99.26% |