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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 56.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'677 | 250'000 | 13'000 CHF | 5'774 CHF | 98.56% | 98.56% |
20.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'395 | 250'000 | 14'931 CHF | 6'250 CHF | 99.38% | 99.38% |
19.11.2024 | 51.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'384 | 250'000 | 14'519 CHF | 6'159 CHF | 97.13% | 97.13% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.24% | 99.24% |
15.11.2024 | 49.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'145 | 250'000 | 15'156 CHF | 6'304 CHF | 99.37% | 99.37% |
14.11.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'773 | 250'000 | 19'931 CHF | 7'499 CHF | 99.38% | 99.38% |
13.11.2024 | 45.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'848 | 250'000 | 17'150 CHF | 6'803 CHF | 99.37% | 99.37% |
12.11.2024 | 39.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'056 | 250'000 | 20'302 CHF | 7'605 CHF | 99.05% | 99.05% |
11.11.2024 | 41.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'065 CHF | 7'266 CHF | 99.23% | 99.23% |
08.11.2024 | 40.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'898 | 250'000 | 19'834 CHF | 7'489 CHF | 99.38% | 99.38% |