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 | 994'129 | 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 | 996'395 | 250'000 | 24'910 CHF | 8'750 CHF | 99.28% | 99.28% |
18.11.2024 | 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% |
15.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'849 | 250'000 | 24'871 CHF | 8'750 CHF | 99.38% | 99.38% |
14.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'270 | 250'000 | 24'882 CHF | 8'750 CHF | 99.39% | 99.39% |
13.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'692 | 250'000 | 24'892 CHF | 8'750 CHF | 99.36% | 99.36% |
12.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 988'685 | 250'000 | 24'717 CHF | 8'750 CHF | 99.08% | 99.08% |
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 | 99.29% | 99.29% |
08.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'861 | 250'000 | 24'822 CHF | 8'750 CHF | 99.38% | 99.38% |
07.11.2024 | 30.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'859 | 250'000 | 27'592 CHF | 9'424 CHF | 99.24% | 99.24% |