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 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'395 | 250'000 | 14'931 CHF | 6'250 CHF | 99.38% | 99.38% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 98.56% | 98.56% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.30% | 99.30% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'196 | 250'000 | 14'943 CHF | 6'250 CHF | 99.37% | 99.37% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'704 | 250'000 | 14'951 CHF | 6'250 CHF | 99.39% | 99.39% |
13.11.2024 | 48.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'796 | 250'000 | 15'576 CHF | 6'406 CHF | 99.38% | 99.38% |
12.11.2024 | 49.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'223 | 250'000 | 15'037 CHF | 6'281 CHF | 99.05% | 99.05% |
11.11.2024 | 49.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'432 CHF | 6'358 CHF | 99.23% | 99.23% |
08.11.2024 | 48.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'902 | 250'000 | 15'605 CHF | 6'424 CHF | 99.39% | 99.39% |
07.11.2024 | 40.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'802 CHF | 7'450 CHF | 99.26% | 99.26% |