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 | 40.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'782 CHF | 7'445 CHF | 100.00% | 100.00% |
19.11.2024 | 44.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'721 CHF | 6'930 CHF | 99.86% | 99.86% |
18.11.2024 | 41.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'317 CHF | 7'329 CHF | 99.86% | 99.86% |
15.11.2024 | 42.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'922 CHF | 7'230 CHF | 100.00% | 100.00% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
13.11.2024 | 49.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'066 CHF | 6'266 CHF | 100.00% | 100.00% |
12.11.2024 | 49.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'090 | 250'000 | 14'937 CHF | 6'260 CHF | 99.71% | 99.71% |
11.11.2024 | 48.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'779 CHF | 6'445 CHF | 99.90% | 99.90% |
08.11.2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'003 CHF | 6'251 CHF | 100.00% | 100.00% |
07.11.2024 | 46.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'640 CHF | 6'660 CHF | 99.90% | 99.90% |