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 | 66.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'067 CHF | 5'017 CHF | 99.82% | 99.82% |
19.11.2024 | 65.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'246 CHF | 5'062 CHF | 99.82% | 99.82% |
18.11.2024 | 57.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'782 CHF | 5'696 CHF | 100.00% | 100.00% |
15.11.2024 | 43.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'248 CHF | 7'062 CHF | 100.00% | 100.00% |
14.11.2024 | 45.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'270 CHF | 6'817 CHF | 100.00% | 100.00% |
13.11.2024 | 53.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'927 CHF | 5'982 CHF | 99.96% | 99.96% |
12.11.2024 | 41.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'548 CHF | 7'387 CHF | 100.00% | 100.00% |
11.11.2024 | 39.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'625 CHF | 7'656 CHF | 99.77% | 99.77% |
08.11.2024 | 50.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'974 CHF | 6'244 CHF | 100.00% | 100.00% |
07.11.2024 | 43.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'436 CHF | 7'109 CHF | 99.69% | 99.69% |