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 | 38.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'360 CHF | 7'840 CHF | 99.81% | 99.81% |
19.11.2024 | 33.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'184 CHF | 8'796 CHF | 99.71% | 99.71% |
18.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'468 | 250'000 | 24'837 CHF | 8'750 CHF | 99.70% | 99.70% |
15.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.80% | 99.80% |
14.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.81% | 99.81% |
13.11.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'997 CHF | 8'749 CHF | 99.80% | 99.80% |
12.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'272 | 250'000 | 24'807 CHF | 8'750 CHF | 99.50% | 99.50% |
11.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'198 | 250'000 | 24'830 CHF | 8'750 CHF | 99.70% | 99.70% |
08.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.81% | 99.81% |
07.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'812 | 250'000 | 24'895 CHF | 8'750 CHF | 95.68% | 95.68% |