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 | 28.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'934 CHF | 9'983 CHF | 100.00% | 100.00% |
19.11.2024 | 32.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'191 CHF | 9'048 CHF | 99.86% | 99.86% |
18.11.2024 | 30.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'430 CHF | 9'608 CHF | 99.88% | 99.88% |
15.11.2024 | 30.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'520 CHF | 9'380 CHF | 100.00% | 100.00% |
14.11.2024 | 33.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'909 CHF | 8'727 CHF | 100.00% | 100.00% |
13.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'005 CHF | 8'751 CHF | 100.00% | 100.00% |
12.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'128 | 250'000 | 24'828 CHF | 8'750 CHF | 99.70% | 99.70% |
11.11.2024 | 31.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'961 CHF | 9'240 CHF | 99.88% | 99.88% |
08.11.2024 | 29.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'881 CHF | 10'470 CHF | 100.00% | 100.00% |
07.11.2024 | 30.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'248 CHF | 9'562 CHF | 99.90% | 99.90% |