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 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.81% | 99.81% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'758 | 250'000 | 14'891 CHF | 6'250 CHF | 99.71% | 99.71% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.70% | 99.70% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.80% | 99.80% |
14.11.2024 | 49.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'080 CHF | 6'270 CHF | 99.81% | 99.81% |
13.11.2024 | 45.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'422 CHF | 6'855 CHF | 99.80% | 99.80% |
12.11.2024 | 46.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'349 | 250'000 | 16'722 CHF | 6'744 CHF | 99.49% | 99.49% |
11.11.2024 | 45.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'080 CHF | 6'770 CHF | 99.71% | 99.71% |
08.11.2024 | 40.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'961 CHF | 7'490 CHF | 99.80% | 99.80% |
07.11.2024 | 35.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'647 | 250'000 | 23'366 CHF | 8'362 CHF | 95.67% | 95.67% |