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 | 33.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'575 CHF | 35'575 CHF | 100.00% | 100.00% |
19.11.2024 | 38.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'167 CHF | 31'167 CHF | 100.00% | 100.00% |
18.11.2024 | 36.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'217 CHF | 33'217 CHF | 99.60% | 99.60% |
15.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'000 CHF | 40'000 CHF | 100.00% | 100.00% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'000 CHF | 40'000 CHF | 99.44% | 99.44% |
13.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 993'729 | 993'729 | 29'812 CHF | 39'749 CHF | 98.88% | 98.88% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'000 CHF | 40'000 CHF | 100.00% | 100.00% |
11.11.2024 | 22.70% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'250 CHF | 49'250 CHF | 100.00% | 100.00% |
08.11.2024 | 25.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'441 CHF | 44'441 CHF | 100.00% | 100.00% |
07.11.2024 | 23.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 974'024 | 974'024 | 36'624 CHF | 46'364 CHF | 99.06% | 99.06% |