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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 34.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'836 CHF | 8'459 CHF | 100.00% | 100.00% |
02.12.2024 | 35.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'307 CHF | 8'327 CHF | 100.00% | 100.00% |
29.11.2024 | 34.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'905 CHF | 8'476 CHF | 100.00% | 100.00% |
28.11.2024 | 29.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'797 CHF | 9'949 CHF | 100.00% | 100.00% |
27.11.2024 | 23.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'973 CHF | 11'743 CHF | 100.00% | 100.00% |
26.11.2024 | 37.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'914 CHF | 7'978 CHF | 99.91% | 99.91% |
25.11.2024 | 36.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'783 CHF | 8'196 CHF | 98.57% | 98.57% |
22.11.2024 | 33.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'027 CHF | 8'757 CHF | 100.00% | 100.00% |
20.11.2024 | 47.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'265 CHF | 6'566 CHF | 100.00% | 100.00% |
19.11.2024 | 43.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'690 CHF | 7'172 CHF | 99.91% | 99.91% |