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 | 33.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'986 CHF | 8'747 CHF | 100.00% | 100.00% |
19.11.2024 | 39.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'445 CHF | 7'611 CHF | 99.90% | 99.90% |
18.11.2024 | 33.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'715 CHF | 8'679 CHF | 99.91% | 99.91% |
15.11.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'999 CHF | 8'750 CHF | 100.00% | 100.00% |
14.11.2024 | 29.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'613 CHF | 9'653 CHF | 100.00% | 100.00% |
13.11.2024 | 30.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'610 CHF | 9'403 CHF | 100.00% | 100.00% |
12.11.2024 | 25.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'127 | 250'000 | 33'605 CHF | 10'953 CHF | 99.69% | 99.69% |
11.11.2024 | 23.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'518 CHF | 12'130 CHF | 99.85% | 99.85% |
08.11.2024 | 27.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'177 CHF | 10'544 CHF | 100.00% | 100.00% |
07.11.2024 | 24.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'942 CHF | 11'486 CHF | 99.90% | 99.90% |