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 | 99.38% | 99.38% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 246'224 | 20'000 CHF | 7'387 CHF | 99.38% | 99.38% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 226'008 | 20'000 CHF | 6'780 CHF | 99.38% | 99.38% |
15.11.2024 | 29.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'321 | 29'106 CHF | 7'831 CHF | 99.36% | 99.36% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 30'000 CHF | 8'000 CHF | 99.38% | 99.38% |
13.11.2024 | 29.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 29'524 CHF | 7'905 CHF | 99.38% | 99.38% |
12.11.2024 | 29.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 29'397 CHF | 7'879 CHF | 99.15% | 99.15% |
11.11.2024 | 28.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 30'046 CHF | 8'009 CHF | 99.38% | 99.38% |
08.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 30'000 CHF | 8'000 CHF | 99.38% | 99.38% |
07.11.2024 | 22.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 200'000 | 1'000'000 | 176'556 | 39'136 CHF | 8'655 CHF | 96.22% | 96.22% |