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 | 49.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'750 | 250'000 | 14'944 CHF | 6'256 CHF | 99.38% | 99.38% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.31% | 99.31% |
18.11.2024 | 40.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'966 CHF | 7'492 CHF | 99.30% | 99.30% |
15.11.2024 | 49.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'235 | 250'000 | 15'428 CHF | 6'375 CHF | 99.39% | 99.39% |
14.11.2024 | 46.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'128 | 250'000 | 16'852 CHF | 6'732 CHF | 99.35% | 99.35% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'073 | 250'000 | 14'941 CHF | 6'250 CHF | 99.38% | 99.38% |
12.11.2024 | 48.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'537 | 250'000 | 15'761 CHF | 6'488 CHF | 99.09% | 99.09% |
11.11.2024 | 45.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'099 CHF | 6'775 CHF | 99.30% | 99.30% |
08.11.2024 | 35.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'247 | 250'000 | 23'200 CHF | 8'342 CHF | 99.39% | 99.39% |
07.11.2024 | 43.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'321 | 250'000 | 18'266 CHF | 7'080 CHF | 99.28% | 99.28% |