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 | 39.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'378 CHF | 7'595 CHF | 99.82% | 99.82% |
19.11.2024 | 30.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'709 CHF | 9'677 CHF | 99.82% | 99.82% |
18.11.2024 | 39.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'365 CHF | 7'591 CHF | 100.00% | 100.00% |
15.11.2024 | 42.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'932 CHF | 7'233 CHF | 100.00% | 100.00% |
14.11.2024 | 39.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'339 CHF | 7'585 CHF | 100.00% | 100.00% |
13.11.2024 | 29.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'254 CHF | 9'813 CHF | 99.97% | 99.97% |
12.11.2024 | 43.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'250 CHF | 7'063 CHF | 100.00% | 100.00% |
11.11.2024 | 45.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'256 CHF | 6'814 CHF | 99.77% | 99.77% |
08.11.2024 | 38.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'192 CHF | 7'798 CHF | 100.00% | 100.00% |
07.11.2024 | 39.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'595 CHF | 7'649 CHF | 99.70% | 99.70% |