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 | 32.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'476 CHF | 8'869 CHF | 99.97% | 99.97% |
19.11.2024 | 29.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'433 CHF | 9'858 CHF | 99.81% | 99.81% |
18.11.2024 | 32.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'459 CHF | 8'865 CHF | 99.90% | 99.90% |
15.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 100.00% | 100.00% |
14.11.2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 976'821 | 250'000 | 24'435 CHF | 8'764 CHF | 99.56% | 99.56% |
13.11.2024 | 29.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'426 CHF | 9'856 CHF | 99.96% | 99.96% |
12.11.2024 | 32.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 976'581 | 250'000 | 25'124 CHF | 8'927 CHF | 99.77% | 99.77% |
11.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.81% | 99.81% |
08.11.2024 | 31.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'564 CHF | 9'141 CHF | 99.84% | 99.84% |
07.11.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'127 CHF | 10'032 CHF | 99.90% | 99.90% |