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 | 49.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'100 CHF | 6'275 CHF | 100.00% | 100.00% |
19.11.2024 | 43.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'418 CHF | 7'104 CHF | 99.86% | 99.86% |
18.11.2024 | 49.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'096 CHF | 6'274 CHF | 99.90% | 99.90% |
15.11.2024 | 49.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'225 CHF | 6'306 CHF | 100.00% | 100.00% |
14.11.2024 | 46.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'632 CHF | 6'658 CHF | 100.00% | 100.00% |
13.11.2024 | 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% |
12.11.2024 | 44.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'926 CHF | 6'981 CHF | 99.67% | 99.67% |
11.11.2024 | 49.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'145 CHF | 6'286 CHF | 99.89% | 99.89% |
08.11.2024 | 37.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'131 CHF | 8'033 CHF | 100.00% | 100.00% |
07.11.2024 | 33.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'644 CHF | 8'661 CHF | 99.83% | 99.83% |