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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 61.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'575 CHF | 5'394 CHF | 99.39% | 99.39% |
20.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'794 | 250'000 | 14'892 CHF | 6'250 CHF | 99.38% | 99.38% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 981'628 | 250'000 | 14'724 CHF | 6'250 CHF | 99.07% | 99.07% |
18.11.2024 | 49.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'777 | 250'000 | 15'349 CHF | 6'349 CHF | 99.27% | 99.27% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'635 | 250'000 | 14'905 CHF | 6'250 CHF | 99.37% | 99.37% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'970 | 250'000 | 14'910 CHF | 6'250 CHF | 99.36% | 99.36% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'386 | 250'000 | 14'916 CHF | 6'250 CHF | 99.36% | 99.36% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'752 | 250'000 | 14'921 CHF | 6'250 CHF | 99.06% | 99.06% |
11.11.2024 | 45.69% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'443 | 250'000 | 17'086 CHF | 6'789 CHF | 99.22% | 99.22% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.39% | 99.39% |