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 | 28.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'393 CHF | 10'098 CHF | 99.83% | 99.83% |
19.11.2024 | 27.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'156 CHF | 10'289 CHF | 99.80% | 99.80% |
18.11.2024 | 30.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'327 CHF | 9'582 CHF | 100.00% | 100.00% |
15.11.2024 | 32.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'139 CHF | 9'035 CHF | 100.00% | 100.00% |
14.11.2024 | 30.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'732 CHF | 9'433 CHF | 100.00% | 100.00% |
13.11.2024 | 25.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'739 CHF | 10'935 CHF | 99.95% | 99.95% |
12.11.2024 | 27.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'945 CHF | 10'486 CHF | 100.00% | 100.00% |
11.11.2024 | 33.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'009 CHF | 8'752 CHF | 99.78% | 99.78% |
08.11.2024 | 30.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'945 CHF | 9'486 CHF | 100.00% | 100.00% |
07.11.2024 | 34.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'435 CHF | 8'609 CHF | 99.69% | 99.69% |