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 | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.38% | 99.38% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.38% | 99.38% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.37% | 99.37% |
15.11.2024 | 40.21% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 29'879 CHF | 7'480 CHF | 99.36% | 99.36% |
14.11.2024 | 43.21% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 28'193 CHF | 7'199 CHF | 99.38% | 99.38% |
13.11.2024 | 53.44% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 22'442 CHF | 6'240 CHF | 99.37% | 99.37% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.15% | 99.15% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 45'000 CHF | 10'000 CHF | 99.38% | 99.38% |
08.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 45'000 CHF | 10'000 CHF | 99.38% | 99.38% |
07.11.2024 | 26.82% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 49'364 CHF | 10'727 CHF | 98.58% | 98.58% |