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 | 99,42% | 99,42% |
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 | 99,48% | 99,48% |
19/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 999 522 | 250 000 | 14 993 CHF | 6 250 CHF | 98,51% | 98,51% |
18/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 985 418 | 250 000 | 14 781 CHF | 6 250 CHF | 98,92% | 98,92% |
15/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 997 022 | 250 000 | 14 955 CHF | 6 250 CHF | 98,79% | 98,79% |
14/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 094 | 250 000 | 14 911 CHF | 6 250 CHF | 98,79% | 98,79% |
13/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 883 261 | 223 243 | 13 249 CHF | 5 581 CHF | 98,56% | 98,56% |
12/11/2024 | 50,01% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 494 048 | 125 000 | 7 410 CHF | 3 125 CHF | 98,51% | 98,51% |
11/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 493 577 | 125 000 | 7 404 CHF | 3 125 CHF | 99,01% | 99,01% |
08/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 7 500 CHF | 3 125 CHF | 99,45% | 99,45% |