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 | 33.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'496 CHF | 8'874 CHF | 99.82% | 99.82% |
19.11.2024 | 35.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'564 CHF | 8'391 CHF | 99.81% | 99.81% |
18.11.2024 | 30.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'937 CHF | 9'484 CHF | 100.00% | 100.00% |
15.11.2024 | 22.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'683 CHF | 12'171 CHF | 100.00% | 100.00% |
14.11.2024 | 24.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'379 CHF | 11'595 CHF | 100.00% | 100.00% |
13.11.2024 | 27.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'133 CHF | 10'283 CHF | 99.95% | 99.95% |
12.11.2024 | 21.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 263'008 | 42'672 CHF | 13'941 CHF | 100.00% | 100.00% |
11.11.2024 | 20.66% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 257'816 | 43'562 CHF | 13'843 CHF | 99.77% | 99.77% |
08.11.2024 | 25.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'101 CHF | 11'025 CHF | 100.00% | 100.00% |
07.11.2024 | 22.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'789 | 250'000 | 38'386 CHF | 12'165 CHF | 95.39% | 95.39% |