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 | 39.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'077 CHF | 7'519 CHF | 100.00% | 100.00% |
19.11.2024 | 43.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'348 CHF | 7'087 CHF | 99.90% | 99.90% |
18.11.2024 | 45.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'213 CHF | 6'803 CHF | 99.90% | 99.90% |
15.11.2024 | 40.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'540 CHF | 7'385 CHF | 100.00% | 100.00% |
14.11.2024 | 40.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'978 CHF | 7'495 CHF | 100.00% | 100.00% |
13.11.2024 | 42.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'770 CHF | 7'192 CHF | 100.00% | 100.00% |
12.11.2024 | 32.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'192 | 250'000 | 25'382 CHF | 8'896 CHF | 99.66% | 99.66% |
11.11.2024 | 28.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'768 CHF | 10'192 CHF | 99.84% | 99.84% |
08.11.2024 | 26.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'454 CHF | 10'864 CHF | 100.00% | 100.00% |
07.11.2024 | 21.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'683 CHF | 12'921 CHF | 99.84% | 99.84% |