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 | 31.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'685 CHF | 9'171 CHF | 99.97% | 99.97% |
19.11.2024 | 32.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'904 CHF | 8'976 CHF | 99.80% | 99.80% |
18.11.2024 | 31.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'779 CHF | 9'195 CHF | 99.89% | 99.89% |
15.11.2024 | 28.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'254 CHF | 10'064 CHF | 100.00% | 100.00% |
14.11.2024 | 28.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'013 CHF | 10'003 CHF | 99.55% | 99.55% |
13.11.2024 | 20.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 257'700 | 43'819 CHF | 13'907 CHF | 99.95% | 99.95% |
12.11.2024 | 21.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'815 CHF | 12'704 CHF | 99.81% | 99.81% |
11.11.2024 | 26.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'309 CHF | 10'827 CHF | 99.81% | 99.81% |
08.11.2024 | 27.91% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'954 CHF | 10'239 CHF | 99.81% | 99.81% |
07.11.2024 | 32.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'009 CHF | 9'002 CHF | 99.90% | 99.90% |