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 | 49.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'316 CHF | 6'329 CHF | 100.00% | 100.00% |
19.11.2024 | 48.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'770 CHF | 6'442 CHF | 99.90% | 99.90% |
18.11.2024 | 42.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'620 CHF | 7'155 CHF | 99.89% | 99.89% |
15.11.2024 | 35.69% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'229 CHF | 8'307 CHF | 100.00% | 100.00% |
14.11.2024 | 31.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'092 CHF | 9'273 CHF | 100.00% | 100.00% |
13.11.2024 | 33.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'064 CHF | 8'766 CHF | 100.00% | 100.00% |
12.11.2024 | 25.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'977 | 250'000 | 33'786 CHF | 10'992 CHF | 99.72% | 99.72% |
11.11.2024 | 24.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'443 CHF | 11'611 CHF | 99.86% | 99.86% |
08.11.2024 | 21.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'667 | 302'563 | 42'136 CHF | 16'391 CHF | 100.00% | 100.00% |
07.11.2024 | 22.04% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 995'106 | 253'781 | 40'815 CHF | 13'043 CHF | 84.12% | 84.12% |