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 | 29.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'164 CHF | 9'791 CHF | 100.00% | 100.00% |
19.11.2024 | 28.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'578 | 250'000 | 29'751 CHF | 10'055 CHF | 99.69% | 99.69% |
18.11.2024 | 23.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'048 CHF | 11'762 CHF | 99.90% | 99.90% |
15.11.2024 | 23.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'459 CHF | 11'865 CHF | 100.00% | 100.00% |
14.11.2024 | 24.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'587 CHF | 11'647 CHF | 100.00% | 100.00% |
13.11.2024 | 30.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'964 CHF | 9'491 CHF | 100.00% | 100.00% |
12.11.2024 | 25.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'936 CHF | 10'984 CHF | 99.69% | 99.69% |
11.11.2024 | 25.39% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'643 CHF | 11'161 CHF | 99.90% | 99.90% |
08.11.2024 | 26.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'869 CHF | 10'717 CHF | 100.00% | 100.00% |
07.11.2024 | 27.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'596 CHF | 10'399 CHF | 99.89% | 99.89% |