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 | 993'437 | 250'000 | 14'902 CHF | 6'250 CHF | 99.39% | 99.39% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'705 | 250'000 | 14'936 CHF | 6'250 CHF | 99.26% | 99.26% |
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 | 99.28% | 99.28% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'258 | 250'000 | 14'914 CHF | 6'250 CHF | 99.38% | 99.38% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'614 | 250'000 | 14'919 CHF | 6'250 CHF | 99.37% | 99.37% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'881 | 250'000 | 14'923 CHF | 6'250 CHF | 99.38% | 99.38% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'707 | 250'000 | 14'816 CHF | 6'250 CHF | 99.07% | 99.07% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.28% | 99.28% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'313 | 250'000 | 14'885 CHF | 6'250 CHF | 99.38% | 99.38% |
07.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'141 | 250'000 | 14'927 CHF | 6'250 CHF | 99.27% | 99.27% |