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 | 49.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'050 CHF | 6'262 CHF | 99.96% | 99.96% |
19.11.2024 | 49.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'122 CHF | 6'280 CHF | 99.80% | 99.80% |
18.11.2024 | 41.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'249 CHF | 7'312 CHF | 99.90% | 99.90% |
15.11.2024 | 40.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'878 CHF | 7'470 CHF | 100.00% | 100.00% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.56% | 99.56% |
13.11.2024 | 41.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'455 CHF | 7'364 CHF | 99.95% | 99.95% |
12.11.2024 | 48.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'722 CHF | 6'431 CHF | 99.76% | 99.76% |
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 | 99.77% | 99.77% |
08.11.2024 | 40.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'535 CHF | 7'384 CHF | 99.88% | 99.88% |
07.11.2024 | 40.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'526 CHF | 7'382 CHF | 99.88% | 99.88% |