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 | 48.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'109 | 250'000 | 15'518 CHF | 6'394 CHF | 95.68% | 95.68% |
20.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'420 | 250'000 | 14'917 CHF | 6'250 CHF | 99.39% | 99.39% |
19.11.2024 | 49.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'806 | 250'000 | 14'992 CHF | 6'260 CHF | 99.27% | 99.27% |
18.11.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'996 CHF | 7'499 CHF | 99.28% | 99.28% |
15.11.2024 | 39.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'042 | 250'000 | 20'519 CHF | 7'654 CHF | 99.39% | 99.39% |
14.11.2024 | 49.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'885 | 250'000 | 15'247 CHF | 6'327 CHF | 99.35% | 99.35% |
13.11.2024 | 48.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'902 | 250'000 | 15'500 CHF | 6'390 CHF | 99.37% | 99.37% |
12.11.2024 | 41.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'251 | 250'000 | 18'799 CHF | 7'254 CHF | 99.07% | 99.07% |
11.11.2024 | 40.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'442 | 250'000 | 19'669 CHF | 7'445 CHF | 91.10% | 91.10% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'008 | 250'000 | 14'895 CHF | 6'250 CHF | 99.39% | 99.39% |