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 | 60.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'107 | 250'000 | 11'697 CHF | 5'437 CHF | 99.36% | 99.36% |
19.11.2024 | 53.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'896 CHF | 5'974 CHF | 99.26% | 99.26% |
18.11.2024 | 54.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'508 CHF | 5'877 CHF | 99.29% | 99.29% |
15.11.2024 | 50.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'731 | 250'000 | 14'929 CHF | 6'248 CHF | 99.38% | 99.38% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'362 | 250'000 | 14'945 CHF | 6'250 CHF | 99.37% | 99.37% |
13.11.2024 | 49.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'339 | 250'000 | 14'969 CHF | 6'256 CHF | 99.39% | 99.39% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'354 | 250'000 | 14'855 CHF | 6'250 CHF | 99.07% | 99.07% |
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 | 99.28% | 99.28% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'601 | 250'000 | 14'904 CHF | 6'250 CHF | 99.38% | 99.38% |
07.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'744 | 250'000 | 14'951 CHF | 6'250 CHF | 99.25% | 99.25% |