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 | 21.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'839 CHF | 12'710 CHF | 100.00% | 100.00% |
19.11.2024 | 22.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'874 CHF | 12'219 CHF | 99.89% | 99.89% |
18.11.2024 | 21.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'367 CHF | 12'842 CHF | 99.88% | 99.88% |
15.11.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'034 CHF | 12'509 CHF | 100.00% | 100.00% |
14.11.2024 | 25.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'911 CHF | 11'228 CHF | 100.00% | 100.00% |
13.11.2024 | 25.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'035 CHF | 11'009 CHF | 100.00% | 100.00% |
12.11.2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'090 | 250'000 | 35'027 CHF | 11'325 CHF | 99.71% | 99.71% |
11.11.2024 | 22.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'062 CHF | 12'266 CHF | 99.86% | 99.86% |
08.11.2024 | 25.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'656 CHF | 11'164 CHF | 100.00% | 100.00% |
07.11.2024 | 23.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'408 CHF | 12'102 CHF | 99.90% | 99.90% |