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 | 34.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'459 CHF | 8'615 CHF | 100.00% | 100.00% |
19.11.2024 | 28.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'820 CHF | 9'955 CHF | 99.91% | 99.91% |
18.11.2024 | 35.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'153 CHF | 8'288 CHF | 99.89% | 99.89% |
15.11.2024 | 36.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'848 CHF | 8'212 CHF | 100.00% | 100.00% |
14.11.2024 | 32.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'794 CHF | 8'949 CHF | 100.00% | 100.00% |
13.11.2024 | 27.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'414 CHF | 10'354 CHF | 100.00% | 100.00% |
12.11.2024 | 38.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'371 | 250'000 | 21'282 CHF | 7'856 CHF | 99.69% | 99.69% |
11.11.2024 | 33.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'913 CHF | 8'728 CHF | 99.89% | 99.89% |
08.11.2024 | 31.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'464 CHF | 9'116 CHF | 100.00% | 100.00% |
07.11.2024 | 33.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'220 CHF | 8'805 CHF | 99.91% | 99.91% |