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 | 66.44% | 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 | 65.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'467 CHF | 5'117 CHF | 99.82% | 99.82% |
18.11.2024 | 50.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'997 CHF | 6'249 CHF | 100.00% | 100.00% |
15.11.2024 | 41.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'497 CHF | 7'374 CHF | 100.00% | 100.00% |
14.11.2024 | 39.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'539 CHF | 7'635 CHF | 100.00% | 100.00% |
13.11.2024 | 38.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'883 CHF | 7'721 CHF | 99.95% | 99.95% |
12.11.2024 | 34.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'910 CHF | 8'477 CHF | 100.00% | 100.00% |
11.11.2024 | 26.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'596 CHF | 10'649 CHF | 99.78% | 99.78% |
08.11.2024 | 25.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'898 CHF | 10'975 CHF | 100.00% | 100.00% |
07.11.2024 | 19.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'169 | 309'799 | 45'642 CHF | 17'448 CHF | 99.69% | 99.69% |