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 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.45% | 99.45% |
19.11.2024 | 52.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'546 | 250'000 | 14'139 CHF | 6'089 CHF | 98.65% | 98.65% |
18.11.2024 | 61.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'667 | 250'000 | 11'339 CHF | 5'358 CHF | 99.26% | 99.26% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'530 | 250'000 | 14'963 CHF | 6'250 CHF | 98.35% | 98.35% |
14.11.2024 | 50.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'802 | 250'000 | 14'898 CHF | 6'239 CHF | 99.19% | 99.19% |
13.11.2024 | 49.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 888'880 | 222'220 | 13'436 CHF | 5'581 CHF | 99.35% | 99.35% |
12.11.2024 | 49.74% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 496'395 | 125'000 | 7'512 CHF | 3'141 CHF | 99.17% | 99.17% |
11.11.2024 | 48.06% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 494'421 | 125'000 | 7'896 CHF | 3'246 CHF | 99.01% | 99.01% |
08.11.2024 | 41.35% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 9'664 CHF | 3'666 CHF | 99.47% | 99.47% |
07.11.2024 | 41.51% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 496'052 | 125'000 | 9'543 CHF | 3'655 CHF | 99.32% | 99.32% |