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 | 49.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'078 CHF | 6'269 CHF | 100.00% | 100.00% |
19.11.2024 | 44.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'707 CHF | 6'927 CHF | 99.89% | 99.89% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.91% | 99.91% |
15.11.2024 | 47.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'010 CHF | 6'503 CHF | 100.00% | 100.00% |
14.11.2024 | 49.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'023 CHF | 6'256 CHF | 100.00% | 100.00% |
13.11.2024 | 49.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'013 CHF | 6'253 CHF | 100.00% | 100.00% |
12.11.2024 | 50.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'169 | 250'000 | 14'763 CHF | 6'216 CHF | 99.66% | 99.66% |
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 | 99.91% | 99.91% |
08.11.2024 | 51.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'630 CHF | 6'157 CHF | 100.00% | 100.00% |
07.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.90% | 99.90% |