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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 32.82% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'536 CHF | 8'884 CHF | 100.00% | 100.00% |
20.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'002 CHF | 10'001 CHF | 100.00% | 100.00% |
19.11.2024 | 28.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'626 | 250'000 | 29'604 CHF | 10'002 CHF | 99.68% | 99.68% |
18.11.2024 | 26.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'562 CHF | 10'640 CHF | 99.89% | 99.89% |
15.11.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'495 CHF | 11'124 CHF | 100.00% | 100.00% |
14.11.2024 | 26.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'344 CHF | 10'586 CHF | 100.00% | 100.00% |
13.11.2024 | 28.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'570 CHF | 9'892 CHF | 100.00% | 100.00% |
12.11.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'129 CHF | 10'032 CHF | 99.66% | 99.66% |
11.11.2024 | 28.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'813 CHF | 9'953 CHF | 99.88% | 99.88% |
08.11.2024 | 28.67% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'893 CHF | 9'973 CHF | 100.00% | 100.00% |