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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.20% | 99.20% |
18.11.2024 | 65.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'229 CHF | 5'057 CHF | 99.92% | 99.92% |
15.11.2024 | 64.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'766 CHF | 5'191 CHF | 100.00% | 100.00% |
14.11.2024 | 63.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'852 CHF | 5'213 CHF | 100.00% | 100.00% |
13.11.2024 | 61.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'613 CHF | 5'403 CHF | 100.00% | 100.00% |
12.11.2024 | 52.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'288 | 250'000 | 14'005 CHF | 6'030 CHF | 99.67% | 99.67% |
11.11.2024 | 49.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'095 CHF | 6'274 CHF | 99.88% | 99.88% |
08.11.2024 | 49.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'529 CHF | 6'382 CHF | 100.00% | 100.00% |
07.11.2024 | 49.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'283 CHF | 6'321 CHF | 99.90% | 99.90% |