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 | 62.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'112 | 250'000 | 11'316 CHF | 5'346 CHF | 99.39% | 99.39% |
19.11.2024 | 51.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 981'149 | 250'000 | 14'320 CHF | 6'151 CHF | 99.26% | 99.26% |
18.11.2024 | 50.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'965 CHF | 6'241 CHF | 99.23% | 99.23% |
15.11.2024 | 45.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'036 | 250'000 | 17'204 CHF | 6'831 CHF | 99.37% | 99.37% |
14.11.2024 | 49.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'460 | 250'000 | 14'930 CHF | 6'253 CHF | 99.35% | 99.35% |
13.11.2024 | 46.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'760 | 250'000 | 16'645 CHF | 6'681 CHF | 99.36% | 99.36% |
12.11.2024 | 40.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'166 | 250'000 | 20'116 CHF | 7'553 CHF | 99.05% | 99.05% |
11.11.2024 | 29.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'703 | 250'000 | 29'497 CHF | 9'899 CHF | 99.29% | 99.29% |
08.11.2024 | 28.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'755 CHF | 9'939 CHF | 99.37% | 99.37% |
07.11.2024 | 35.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'919 | 250'000 | 23'655 CHF | 8'439 CHF | 99.20% | 99.20% |