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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 83.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 980'000 | 1'000'000 | 980'000 | 7'000 CHF | 16'660 CHF | 0.06% | 99.77% |
29.10.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 450'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
28.10.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 450'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25.10.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
24.10.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
23.10.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 400'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
22.10.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 400'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
21.10.2024 | - | 0.01 CHF | - CHF | 1'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.10.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 350'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
17.10.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 400'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |