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 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'201 CHF | 10'050 CHF | 100.00% | 100.00% |
19.11.2024 | 31.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'102 CHF | 9'276 CHF | 99.92% | 99.92% |
18.11.2024 | 27.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'110 CHF | 10'277 CHF | 99.89% | 99.89% |
15.11.2024 | 28.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'126 CHF | 10'032 CHF | 100.00% | 100.00% |
14.11.2024 | 33.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'975 CHF | 8'744 CHF | 100.00% | 100.00% |
13.11.2024 | 34.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'350 CHF | 8'587 CHF | 100.00% | 100.00% |
12.11.2024 | 31.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'038 | 250'000 | 26'217 CHF | 9'107 CHF | 99.72% | 99.72% |
11.11.2024 | 26.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'951 CHF | 10'738 CHF | 99.88% | 99.88% |
08.11.2024 | 32.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'733 CHF | 8'933 CHF | 100.00% | 100.00% |
07.11.2024 | 26.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'577 CHF | 10'644 CHF | 99.90% | 99.90% |