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 | 99.49% | 99.49% |
19.11.2024 | 40.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'509 CHF | 7'377 CHF | 99.32% | 99.32% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'413 | 250'000 | 19'848 CHF | 7'500 CHF | 99.25% | 99.25% |
15.11.2024 | 39.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'006 CHF | 7'501 CHF | 99.33% | 99.33% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'887 | 250'000 | 19'858 CHF | 7'500 CHF | 98.81% | 98.81% |
13.11.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 885'707 | 222'948 | 17'707 CHF | 6'687 CHF | 98.81% | 98.81% |
12.11.2024 | 40.05% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 9'987 CHF | 3'747 CHF | 99.09% | 99.09% |
11.11.2024 | 45.56% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 8'609 CHF | 3'402 CHF | 99.31% | 99.31% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 10'000 CHF | 3'750 CHF | 99.32% | 99.32% |
07.11.2024 | 39.84% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 10'061 CHF | 3'765 CHF | 99.02% | 99.02% |