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 | 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% |
20.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'235 | 250'000 | 14'914 CHF | 6'250 CHF | 99.39% | 99.39% |
19.11.2024 | 41.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'694 | 250'000 | 19'411 CHF | 7'369 CHF | 99.22% | 99.22% |
18.11.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'995 CHF | 7'499 CHF | 99.28% | 99.28% |
15.11.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'980 | 250'000 | 19'885 CHF | 7'496 CHF | 99.37% | 99.37% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'683 | 250'000 | 19'914 CHF | 7'500 CHF | 99.34% | 99.34% |
13.11.2024 | 39.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'720 | 250'000 | 20'205 CHF | 7'573 CHF | 99.36% | 99.36% |
12.11.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'889 | 250'000 | 19'792 CHF | 7'503 CHF | 99.06% | 99.06% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.24% | 99.24% |
08.11.2024 | 30.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'940 | 250'000 | 28'056 CHF | 9'567 CHF | 99.38% | 99.38% |