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 | 28.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'556 CHF | 9'889 CHF | 100.00% | 100.00% |
19.11.2024 | 31.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'705 | 250'000 | 26'745 CHF | 9'233 CHF | 98.03% | 98.03% |
18.11.2024 | 28.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'158 CHF | 10'040 CHF | 99.83% | 99.83% |
15.11.2024 | 27.87% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'977 CHF | 10'244 CHF | 100.00% | 100.00% |
14.11.2024 | 29.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'093 CHF | 9'773 CHF | 100.00% | 100.00% |
13.11.2024 | 33.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'977 CHF | 8'744 CHF | 100.00% | 100.00% |
12.11.2024 | 35.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'962 | 250'000 | 23'571 CHF | 8'436 CHF | 99.60% | 99.60% |
11.11.2024 | 31.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'287 CHF | 9'322 CHF | 99.84% | 99.84% |
08.11.2024 | 31.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'197 CHF | 9'299 CHF | 100.00% | 100.00% |
07.11.2024 | 24.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'895 CHF | 11'724 CHF | 99.82% | 99.82% |