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 | 46.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'948 CHF | 6'737 CHF | 100.00% | 100.00% |
19.11.2024 | 48.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'705 | 250'000 | 15'751 CHF | 6'461 CHF | 98.03% | 98.03% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.84% | 99.84% |
15.11.2024 | 40.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'909 CHF | 7'477 CHF | 100.00% | 100.00% |
14.11.2024 | 44.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'590 CHF | 6'898 CHF | 100.00% | 100.00% |
13.11.2024 | 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% |
12.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'067 | 250'000 | 14'896 CHF | 6'250 CHF | 99.60% | 99.60% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.87% | 99.87% |
08.11.2024 | 49.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'313 CHF | 6'328 CHF | 100.00% | 100.00% |
07.11.2024 | 41.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'424 CHF | 7'356 CHF | 99.83% | 99.83% |