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 | 35.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'223 CHF | 8'306 CHF | 100.00% | 100.00% |
19.11.2024 | 33.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'700 CHF | 8'675 CHF | 99.89% | 99.89% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.91% | 99.91% |
15.11.2024 | 34.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'906 CHF | 8'477 CHF | 100.00% | 100.00% |
14.11.2024 | 33.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'893 CHF | 8'723 CHF | 100.00% | 100.00% |
13.11.2024 | 38.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'197 CHF | 7'799 CHF | 100.00% | 100.00% |
12.11.2024 | 40.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'196 | 250'000 | 19'834 CHF | 7'492 CHF | 99.66% | 99.66% |
11.11.2024 | 39.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'075 CHF | 7'519 CHF | 99.91% | 99.91% |
08.11.2024 | 38.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'463 CHF | 7'866 CHF | 100.00% | 100.00% |
07.11.2024 | 35.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'115 CHF | 8'279 CHF | 99.89% | 99.89% |