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 | 34.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'294 CHF | 8'574 CHF | 100.00% | 100.00% |
19.11.2024 | 37.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'703 | 250'000 | 21'939 CHF | 8'023 CHF | 98.03% | 98.03% |
18.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.82% | 99.82% |
15.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 100.00% | 100.00% |
14.11.2024 | 34.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'866 CHF | 8'466 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 | 40.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'964 | 250'000 | 19'714 CHF | 7'464 CHF | 99.60% | 99.60% |
11.11.2024 | 38.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'788 CHF | 7'697 CHF | 99.84% | 99.84% |
08.11.2024 | 38.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'848 CHF | 7'712 CHF | 100.00% | 100.00% |
07.11.2024 | 29.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'771 CHF | 9'693 CHF | 99.83% | 99.83% |