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 | 46.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'725 CHF | 6'681 CHF | 100.00% | 100.00% |
19.11.2024 | 41.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'164 CHF | 7'291 CHF | 99.90% | 99.90% |
18.11.2024 | 49.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'165 CHF | 6'291 CHF | 99.90% | 99.90% |
15.11.2024 | 46.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'743 CHF | 6'686 CHF | 100.00% | 100.00% |
14.11.2024 | 40.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'858 CHF | 7'465 CHF | 100.00% | 100.00% |
13.11.2024 | 39.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'304 CHF | 7'576 CHF | 100.00% | 100.00% |
12.11.2024 | 40.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'775 CHF | 7'444 CHF | 99.66% | 99.66% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.89% | 99.89% |
08.11.2024 | 39.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'246 CHF | 7'561 CHF | 100.00% | 100.00% |
07.11.2024 | 33.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'757 CHF | 8'689 CHF | 99.91% | 99.91% |