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 | 34.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'363 CHF | 8'591 CHF | 99.80% | 99.80% |
19.11.2024 | 38.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'380 CHF | 7'845 CHF | 99.72% | 99.72% |
18.11.2024 | 29.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'742 CHF | 9'685 CHF | 99.71% | 99.71% |
15.11.2024 | 25.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'794 CHF | 10'949 CHF | 99.80% | 99.80% |
14.11.2024 | 23.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'323 CHF | 12'081 CHF | 99.80% | 99.80% |
13.11.2024 | 34.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'017 CHF | 8'504 CHF | 99.81% | 99.81% |
12.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.50% | 99.50% |
11.11.2024 | 45.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'471 CHF | 6'868 CHF | 99.71% | 99.71% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.81% | 99.81% |
07.11.2024 | 53.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'838 | 250'000 | 13'861 CHF | 5'988 CHF | 95.69% | 95.69% |