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 | 47.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'487 CHF | 6'622 CHF | 100.00% | 100.00% |
19.11.2024 | 49.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'282 CHF | 6'321 CHF | 99.19% | 99.19% |
18.11.2024 | 42.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'947 CHF | 7'237 CHF | 99.88% | 99.88% |
15.11.2024 | 41.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'307 CHF | 7'327 CHF | 100.00% | 100.00% |
14.11.2024 | 51.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'566 CHF | 6'141 CHF | 100.00% | 100.00% |
13.11.2024 | 53.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'915 CHF | 5'979 CHF | 100.00% | 100.00% |
12.11.2024 | 36.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'284 | 250'000 | 22'310 CHF | 8'119 CHF | 99.70% | 99.70% |
11.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.91% | 99.91% |
08.11.2024 | 36.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'407 CHF | 8'102 CHF | 100.00% | 100.00% |
07.11.2024 | 33.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'042 CHF | 8'761 CHF | 99.91% | 99.91% |