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 | 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% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.89% | 99.89% |
18.11.2024 | 61.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'490 CHF | 5'372 CHF | 99.90% | 99.90% |
15.11.2024 | 50.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'952 CHF | 6'238 CHF | 100.00% | 100.00% |
14.11.2024 | 50.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'832 CHF | 6'208 CHF | 100.00% | 100.00% |
13.11.2024 | 52.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'218 CHF | 6'054 CHF | 100.00% | 100.00% |
12.11.2024 | 50.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'821 CHF | 6'205 CHF | 99.69% | 99.69% |
11.11.2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'185 CHF | 7'546 CHF | 99.91% | 99.91% |
08.11.2024 | 37.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'622 CHF | 7'905 CHF | 100.00% | 100.00% |
07.11.2024 | 25.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'776 CHF | 11'194 CHF | 99.90% | 99.90% |