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 | 33.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'245 CHF | 8'811 CHF | 100.00% | 100.00% |
19.11.2024 | 30.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'808 CHF | 9'452 CHF | 99.91% | 99.91% |
18.11.2024 | 32.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'644 CHF | 8'911 CHF | 99.91% | 99.91% |
15.11.2024 | 36.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'582 CHF | 8'146 CHF | 100.00% | 100.00% |
14.11.2024 | 32.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'150 CHF | 9'038 CHF | 99.98% | 99.98% |
13.11.2024 | 28.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'911 CHF | 9'978 CHF | 100.00% | 100.00% |
12.11.2024 | 30.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'788 | 250'000 | 27'311 CHF | 9'367 CHF | 99.68% | 99.68% |
11.11.2024 | 36.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'645 CHF | 8'161 CHF | 99.90% | 99.90% |
08.11.2024 | 33.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'123 CHF | 8'781 CHF | 100.00% | 100.00% |
07.11.2024 | 32.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'796 CHF | 8'949 CHF | 99.91% | 99.91% |