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 | 49.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'149 CHF | 6'287 CHF | 100.00% | 100.00% |
19.11.2024 | 49.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'265 CHF | 6'316 CHF | 99.90% | 99.90% |
18.11.2024 | 43.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'167 CHF | 7'042 CHF | 99.89% | 99.89% |
15.11.2024 | 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% |
14.11.2024 | 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% |
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 | 39.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'072 | 250'000 | 20'036 CHF | 7'539 CHF | 99.70% | 99.70% |
11.11.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'015 CHF | 7'504 CHF | 99.88% | 99.88% |
08.11.2024 | 35.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 998'821 | 250'000 | 23'327 CHF | 8'339 CHF | 100.00% | 100.00% |
07.11.2024 | 34.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'314 CHF | 8'579 CHF | 84.13% | 84.13% |