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 | 33.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'060 CHF | 8'765 CHF | 100.00% | 100.00% |
19.11.2024 | 33.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'110 CHF | 8'778 CHF | 99.91% | 99.91% |
18.11.2024 | 29.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'088 CHF | 9'772 CHF | 99.92% | 99.92% |
15.11.2024 | 27.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'655 CHF | 10'414 CHF | 100.00% | 100.00% |
14.11.2024 | 26.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'936 CHF | 10'734 CHF | 100.00% | 100.00% |
13.11.2024 | 32.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'877 CHF | 8'969 CHF | 100.00% | 100.00% |
12.11.2024 | 29.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'359 CHF | 9'840 CHF | 99.67% | 99.67% |
11.11.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'720 CHF | 12'430 CHF | 99.89% | 99.89% |
08.11.2024 | 21.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'338 | 275'732 | 41'598 CHF | 14'503 CHF | 100.00% | 100.00% |
07.11.2024 | 16.36% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 892'640 | 427'285 | 50'260 CHF | 28'655 CHF | 99.90% | 99.90% |