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 | 994'259 | 250'000 | 19'885 CHF | 7'500 CHF | 99.38% | 99.38% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'631 | 250'000 | 19'933 CHF | 7'500 CHF | 99.25% | 99.25% |
18.11.2024 | 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% |
15.11.2024 | 38.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'874 | 250'000 | 20'720 CHF | 7'709 CHF | 99.38% | 99.38% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'256 | 250'000 | 19'905 CHF | 7'500 CHF | 99.39% | 99.39% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'643 | 250'000 | 19'913 CHF | 7'500 CHF | 99.37% | 99.37% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'868 | 250'000 | 19'777 CHF | 7'500 CHF | 99.05% | 99.05% |
11.11.2024 | 37.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'671 CHF | 7'918 CHF | 99.27% | 99.27% |
08.11.2024 | 39.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'775 | 250'000 | 20'129 CHF | 7'568 CHF | 99.39% | 99.39% |
07.11.2024 | 34.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'765 | 250'000 | 24'333 CHF | 8'610 CHF | 99.24% | 99.24% |