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 | 37.89% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'553 CHF | 40'000 CHF | 100.00% | 100.00% |
19.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 40'000 CHF | 85.49% | 85.49% |
18.11.2024 | 66.58% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'022 CHF | 40'000 CHF | 100.00% | 100.00% |
15.11.2024 | 59.32% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 37'244 CHF | 100.00% | 100.00% |
14.11.2024 | 65.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 963'306 | 963'306 | 18'899 CHF | 36'692 CHF | 99.27% | 99.27% |
13.11.2024 | 65.84% | 0.02 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 999'947 | 999'947 | 20'218 CHF | 39'998 CHF | 99.40% | 99.40% |
12.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.11.2024 | 32.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'000 CHF | 41'985 CHF | 100.00% | 100.00% |
08.11.2024 | 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% |
07.11.2024 | 45.82% | 0.03 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'000 CHF | 48'050 CHF | 90.34% | 90.34% |