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 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'130 | 250'000 | 24'853 CHF | 8'750 CHF | 99.39% | 99.39% |
19.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'064 | 250'000 | 24'752 CHF | 8'750 CHF | 97.49% | 97.49% |
18.11.2024 | 33.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'009 CHF | 8'752 CHF | 99.30% | 99.30% |
15.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'903 | 250'000 | 24'873 CHF | 8'750 CHF | 99.37% | 99.37% |
14.11.2024 | 28.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'266 | 250'000 | 29'790 CHF | 9'983 CHF | 99.39% | 99.39% |
13.11.2024 | 29.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'492 | 250'000 | 28'798 CHF | 9'733 CHF | 99.39% | 99.39% |
12.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 988'840 | 250'000 | 24'721 CHF | 8'750 CHF | 99.06% | 99.06% |
11.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.28% | 99.28% |
08.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'784 | 250'000 | 24'828 CHF | 8'752 CHF | 99.39% | 99.39% |
07.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'868 | 250'000 | 24'897 CHF | 8'750 CHF | 99.27% | 99.27% |