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 | 40.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'005 CHF | 7'501 CHF | 100.00% | 100.00% |
19.11.2024 | 39.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'626 CHF | 7'657 CHF | 99.90% | 99.90% |
18.11.2024 | 31.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'394 CHF | 9'349 CHF | 99.92% | 99.92% |
15.11.2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'314 CHF | 11'328 CHF | 100.00% | 100.00% |
14.11.2024 | 25.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'097 CHF | 11'274 CHF | 100.00% | 100.00% |
13.11.2024 | 31.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'611 CHF | 9'153 CHF | 100.00% | 100.00% |
12.11.2024 | 28.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'573 CHF | 10'143 CHF | 99.67% | 99.67% |
11.11.2024 | 17.60% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 957'352 | 443'225 | 49'758 CHF | 27'734 CHF | 99.89% | 99.89% |
08.11.2024 | 16.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 884'631 | 451'867 | 50'241 CHF | 30'333 CHF | 100.00% | 100.00% |
07.11.2024 | 10.60% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 576'003 | 373'953 | 51'427 CHF | 38'207 CHF | 99.88% | 99.88% |