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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.89% | 99.89% |
18.11.2024 | 39.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'737 CHF | 7'684 CHF | 99.89% | 99.89% |
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 | 34.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'483 CHF | 8'621 CHF | 99.98% | 99.98% |
13.11.2024 | 39.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'019 CHF | 7'505 CHF | 100.00% | 100.00% |
12.11.2024 | 35.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'697 CHF | 8'424 CHF | 99.67% | 99.67% |
11.11.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'036 CHF | 10'009 CHF | 99.88% | 99.88% |
08.11.2024 | 27.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'382 CHF | 10'345 CHF | 100.00% | 100.00% |
07.11.2024 | 21.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 262'957 | 42'277 CHF | 13'808 CHF | 99.89% | 99.89% |