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 | 32.65% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'105 CHF | 9'026 CHF | 99.39% | 99.39% |
20.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'847 | 250'000 | 14'893 CHF | 6'250 CHF | 99.37% | 99.37% |
19.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'281 | 250'000 | 14'929 CHF | 6'250 CHF | 99.25% | 99.25% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'882 | 250'000 | 14'953 CHF | 6'250 CHF | 99.27% | 99.27% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'649 | 250'000 | 14'905 CHF | 6'250 CHF | 99.37% | 99.37% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'960 | 250'000 | 14'909 CHF | 6'250 CHF | 99.36% | 99.36% |
13.11.2024 | 46.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'302 | 250'000 | 16'841 CHF | 6'732 CHF | 99.37% | 99.37% |
12.11.2024 | 48.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'688 | 250'000 | 15'569 CHF | 6'412 CHF | 99.08% | 99.08% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'364 | 250'000 | 14'946 CHF | 6'250 CHF | 99.22% | 99.22% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.39% | 99.39% |