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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'119 | 250'000 | 19'882 CHF | 7'500 CHF | 99.39% | 99.39% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'231 | 250'000 | 19'805 CHF | 7'500 CHF | 97.47% | 97.47% |
18.11.2024 | 39.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'194 CHF | 7'549 CHF | 99.30% | 99.30% |
15.11.2024 | 39.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'839 | 250'000 | 20'055 CHF | 7'539 CHF | 99.38% | 99.38% |
14.11.2024 | 33.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'255 | 250'000 | 24'747 CHF | 8'716 CHF | 99.39% | 99.39% |
13.11.2024 | 35.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'734 | 250'000 | 23'449 CHF | 8'389 CHF | 99.35% | 99.35% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'603 | 250'000 | 19'772 CHF | 7'500 CHF | 99.08% | 99.08% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.28% | 99.28% |
08.11.2024 | 38.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'773 | 250'000 | 21'224 CHF | 7'842 CHF | 99.39% | 99.39% |
07.11.2024 | 39.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'925 | 250'000 | 20'006 CHF | 7'522 CHF | 99.23% | 99.23% |