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 | 25.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'037 CHF | 11'009 CHF | 100.00% | 100.00% |
19.11.2024 | 31.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'929 CHF | 9'232 CHF | 99.90% | 99.90% |
18.11.2024 | 29.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'099 CHF | 9'775 CHF | 99.90% | 99.90% |
15.11.2024 | 26.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'444 CHF | 10'861 CHF | 100.00% | 100.00% |
14.11.2024 | 28.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'749 CHF | 10'187 CHF | 100.00% | 100.00% |
13.11.2024 | 29.82% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'692 CHF | 9'673 CHF | 100.00% | 100.00% |
12.11.2024 | 25.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'787 | 250'000 | 34'336 CHF | 11'141 CHF | 99.69% | 99.69% |
11.11.2024 | 18.65% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 996'087 | 421'183 | 48'560 CHF | 24'992 CHF | 99.87% | 99.87% |
08.11.2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'702 | 424'992 | 48'564 CHF | 25'280 CHF | 100.00% | 100.00% |
07.11.2024 | 18.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'544 | 456'767 | 49'051 CHF | 27'224 CHF | 99.90% | 99.90% |