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 | 39.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'564 CHF | 7'641 CHF | 100.00% | 100.00% |
19.11.2024 | 33.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'676 CHF | 8'669 CHF | 99.89% | 99.89% |
18.11.2024 | 39.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'668 CHF | 7'667 CHF | 99.92% | 99.92% |
15.11.2024 | 39.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'277 CHF | 7'569 CHF | 100.00% | 100.00% |
14.11.2024 | 37.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'757 CHF | 7'939 CHF | 100.00% | 100.00% |
13.11.2024 | 31.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'667 CHF | 9'167 CHF | 100.00% | 100.00% |
12.11.2024 | 37.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'220 CHF | 8'055 CHF | 99.72% | 99.72% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'001 CHF | 7'500 CHF | 99.90% | 99.90% |
08.11.2024 | 28.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'689 CHF | 9'922 CHF | 100.00% | 100.00% |
07.11.2024 | 25.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'004 CHF | 11'001 CHF | 99.91% | 99.91% |