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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'109 | 250'000 | 19'882 CHF | 7'500 CHF | 99.39% | 99.39% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'129 | 250'000 | 19'803 CHF | 7'500 CHF | 97.48% | 97.48% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.26% | 99.26% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'806 | 250'000 | 19'896 CHF | 7'500 CHF | 99.38% | 99.38% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'245 | 250'000 | 19'905 CHF | 7'500 CHF | 99.39% | 99.39% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'703 | 250'000 | 19'914 CHF | 7'500 CHF | 99.36% | 99.36% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'537 | 250'000 | 19'771 CHF | 7'500 CHF | 99.09% | 99.09% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.27% | 99.27% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'852 | 250'000 | 19'857 CHF | 7'500 CHF | 99.38% | 99.38% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'982 | 250'000 | 19'920 CHF | 7'500 CHF | 99.22% | 99.22% |