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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 33.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'657 CHF | 8'664 CHF | 100.00% | 100.00% |
20.11.2024 | 40.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'961 CHF | 7'490 CHF | 100.00% | 100.00% |
19.11.2024 | 37.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'509 CHF | 7'877 CHF | 99.90% | 99.90% |
18.11.2024 | 38.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'095 CHF | 7'774 CHF | 99.90% | 99.90% |
15.11.2024 | 36.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'799 CHF | 8'200 CHF | 100.00% | 100.00% |
14.11.2024 | 38.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'112 CHF | 7'778 CHF | 100.00% | 100.00% |
13.11.2024 | 43.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'092 CHF | 7'023 CHF | 100.00% | 100.00% |
12.11.2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'867 CHF | 7'467 CHF | 99.67% | 99.67% |
11.11.2024 | 33.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'068 CHF | 8'767 CHF | 99.84% | 99.84% |
08.11.2024 | 29.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'495 CHF | 9'874 CHF | 100.00% | 100.00% |