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 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.38% | 99.38% |
19.11.2024 | 46.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'545 | 250'000 | 16'602 CHF | 6'721 CHF | 98.43% | 98.43% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'205 | 250'000 | 14'943 CHF | 6'250 CHF | 99.19% | 99.19% |
15.11.2024 | 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% |
14.11.2024 | 53.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'638 | 250'000 | 13'740 CHF | 5'963 CHF | 99.38% | 99.38% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'375 | 250'000 | 14'901 CHF | 6'250 CHF | 99.36% | 99.36% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'832 | 250'000 | 14'908 CHF | 6'250 CHF | 99.03% | 99.03% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'469 | 250'000 | 14'932 CHF | 6'250 CHF | 99.26% | 99.26% |
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 | 99.37% | 99.37% |
07.11.2024 | 48.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'563 | 250'000 | 15'619 CHF | 6'429 CHF | 99.25% | 99.25% |