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 | 78.45% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'582 CHF | 8'895 CHF | 100.00% | 100.00% |
19.11.2024 | 70.74% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'472 CHF | 9'618 CHF | 99.86% | 99.86% |
18.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 10'000 CHF | 99.85% | 99.85% |
15.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 10'000 CHF | 100.00% | 100.00% |
14.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'001 CHF | 10'000 CHF | 100.00% | 100.00% |
13.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 10'000 CHF | 100.00% | 100.00% |
12.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 10'000 CHF | 99.69% | 99.69% |
11.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 10'000 CHF | 99.85% | 99.85% |
08.11.2024 | 63.09% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'880 CHF | 10'470 CHF | 100.00% | 100.00% |
07.11.2024 | 61.45% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'738 CHF | 10'684 CHF | 99.87% | 99.87% |