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 | 59.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'205 CHF | 5'551 CHF | 100.00% | 100.00% |
19.11.2024 | 66.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'703 | 250'000 | 9'951 CHF | 5'004 CHF | 98.03% | 98.03% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.82% | 99.82% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
14.11.2024 | 56.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'922 CHF | 5'730 CHF | 100.00% | 100.00% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
12.11.2024 | 66.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'035 | 250'000 | 9'984 CHF | 5'013 CHF | 99.67% | 99.67% |
11.11.2024 | 53.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'041 CHF | 6'010 CHF | 99.84% | 99.84% |
08.11.2024 | 60.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'802 CHF | 5'451 CHF | 100.00% | 100.00% |
07.11.2024 | 50.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'926 CHF | 6'232 CHF | 99.84% | 99.84% |