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 | 38.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'927 CHF | 7'732 CHF | 100.00% | 100.00% |
19.11.2024 | 33.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'799 CHF | 8'700 CHF | 99.89% | 99.89% |
18.11.2024 | 27.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'700 CHF | 10'425 CHF | 99.91% | 99.91% |
15.11.2024 | 28.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'824 CHF | 10'206 CHF | 100.00% | 100.00% |
14.11.2024 | 31.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'597 CHF | 9'149 CHF | 100.00% | 100.00% |
13.11.2024 | 31.65% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'921 CHF | 9'230 CHF | 100.00% | 100.00% |
12.11.2024 | 27.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'740 | 250'000 | 31'789 CHF | 10'502 CHF | 99.69% | 99.69% |
11.11.2024 | 23.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'634 CHF | 11'909 CHF | 99.91% | 99.91% |
08.11.2024 | 28.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'965 CHF | 9'991 CHF | 100.00% | 100.00% |
07.11.2024 | 22.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 296'744 | 40'116 CHF | 15'319 CHF | 99.91% | 99.91% |