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 | 25.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'046 CHF | 11'012 CHF | 100.00% | 100.00% |
19.11.2024 | 27.67% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'285 CHF | 10'321 CHF | 99.95% | 99.95% |
18.11.2024 | 23.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'078 CHF | 11'769 CHF | 99.94% | 99.94% |
15.11.2024 | 24.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'694 CHF | 11'424 CHF | 100.00% | 100.00% |
14.11.2024 | 27.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'249 CHF | 10'312 CHF | 100.00% | 100.00% |
13.11.2024 | 29.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'062 CHF | 9'766 CHF | 100.00% | 100.00% |
12.11.2024 | 27.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'149 CHF | 10'287 CHF | 99.98% | 99.98% |
11.11.2024 | 25.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'325 CHF | 11'081 CHF | 100.00% | 100.00% |
08.11.2024 | 27.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'223 | 250'000 | 31'352 CHF | 10'396 CHF | 98.94% | 98.94% |
07.11.2024 | 23.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'255 | 250'000 | 38'228 CHF | 12'114 CHF | 85.84% | 85.84% |