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 | 994'120 | 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 | 990'206 | 250'000 | 19'804 CHF | 7'500 CHF | 97.47% | 97.47% |
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 | 99.28% | 99.28% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'895 | 250'000 | 19'898 CHF | 7'500 CHF | 99.37% | 99.37% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'259 | 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 | 995'714 | 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 | 988'501 | 250'000 | 19'770 CHF | 7'500 CHF | 99.10% | 99.10% |
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 | 99.24% | 99.24% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'829 | 250'000 | 19'857 CHF | 7'500 CHF | 99.39% | 99.39% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'927 | 250'000 | 19'919 CHF | 7'500 CHF | 99.26% | 99.26% |