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 | 46.86% | 0.03 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'838 CHF | 13'210 CHF | 100.00% | 100.00% |
19.11.2024 | 44.45% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'999 CHF | 13'750 CHF | 99.86% | 99.86% |
18.11.2024 | 43.42% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'158 CHF | 14'040 CHF | 99.90% | 99.90% |
15.11.2024 | 40.66% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'259 CHF | 14'815 CHF | 100.00% | 100.00% |
14.11.2024 | 40.00% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'001 CHF | 15'000 CHF | 100.00% | 100.00% |
13.11.2024 | 40.00% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 15'000 CHF | 100.00% | 100.00% |
12.11.2024 | 40.18% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'801 CHF | 14'950 CHF | 99.69% | 99.69% |
11.11.2024 | 40.00% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 15'000 CHF | 99.88% | 99.88% |
08.11.2024 | 38.38% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'228 CHF | 15'557 CHF | 100.00% | 100.00% |
07.11.2024 | 37.27% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 304'348 | 43'953 CHF | 19'771 CHF | 99.87% | 99.87% |