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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
19.11.2024 | 35.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'477 CHF | 8'369 CHF | 99.90% | 99.90% |
18.11.2024 | 37.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'242 CHF | 8'061 CHF | 99.90% | 99.90% |
15.11.2024 | 33.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'975 CHF | 8'744 CHF | 100.00% | 100.00% |
14.11.2024 | 29.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'972 CHF | 9'743 CHF | 99.98% | 99.98% |
13.11.2024 | 23.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'000 CHF | 11'750 CHF | 100.00% | 100.00% |
12.11.2024 | 28.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'002 CHF | 10'001 CHF | 99.69% | 99.69% |
11.11.2024 | 33.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'171 CHF | 8'793 CHF | 99.88% | 99.88% |
08.11.2024 | 29.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'987 CHF | 9'747 CHF | 100.00% | 100.00% |
07.11.2024 | 30.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'530 CHF | 9'382 CHF | 99.88% | 99.88% |