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 | 23.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'785 CHF | 11'946 CHF | 100.00% | 100.00% |
19.11.2024 | 20.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 260'423 | 43'211 CHF | 13'916 CHF | 99.91% | 99.91% |
18.11.2024 | 23.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'699 CHF | 11'925 CHF | 99.90% | 99.90% |
15.11.2024 | 26.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'368 CHF | 10'842 CHF | 100.00% | 100.00% |
14.11.2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'979 CHF | 9'995 CHF | 100.00% | 100.00% |
13.11.2024 | 25.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'609 CHF | 11'152 CHF | 100.00% | 100.00% |
12.11.2024 | 31.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'030 | 250'000 | 26'599 CHF | 9'194 CHF | 99.71% | 99.71% |
11.11.2024 | 32.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'579 CHF | 8'895 CHF | 99.90% | 99.90% |
08.11.2024 | 31.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'794 | 250'000 | 26'801 CHF | 9'208 CHF | 100.00% | 100.00% |
07.11.2024 | 27.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'682 | 254'690 | 32'291 CHF | 11'040 CHF | 84.13% | 84.13% |