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 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.48% | 99.48% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'522 | 250'000 | 14'993 CHF | 6'250 CHF | 98.51% | 98.51% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'418 | 250'000 | 14'781 CHF | 6'250 CHF | 98.92% | 98.92% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'022 | 250'000 | 14'955 CHF | 6'250 CHF | 98.79% | 98.79% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'094 | 250'000 | 14'911 CHF | 6'250 CHF | 98.79% | 98.79% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 883'261 | 223'243 | 13'249 CHF | 5'581 CHF | 98.56% | 98.56% |
12.11.2024 | 50.01% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 494'048 | 125'000 | 7'410 CHF | 3'125 CHF | 98.51% | 98.51% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 493'577 | 125'000 | 7'404 CHF | 3'125 CHF | 99.01% | 99.01% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 7'500 CHF | 3'125 CHF | 99.45% | 99.45% |
07.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 499'308 | 125'000 | 7'490 CHF | 3'125 CHF | 98.85% | 98.85% |