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 | 50.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'519 | 250'000 | 14'783 CHF | 6'210 CHF | 99.38% | 99.38% |
19.11.2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'849 | 250'000 | 14'909 CHF | 6'239 CHF | 99.27% | 99.27% |
18.11.2024 | 61.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'655 CHF | 5'414 CHF | 99.25% | 99.25% |
15.11.2024 | 57.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'087 | 250'000 | 12'656 CHF | 5'676 CHF | 99.38% | 99.38% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'862 | 250'000 | 19'917 CHF | 7'500 CHF | 99.35% | 99.35% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'318 | 248'352 | 19'786 CHF | 7'451 CHF | 99.37% | 99.37% |