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 | 28.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'321 CHF | 10'080 CHF | 100.00% | 100.00% |
20.11.2024 | 20.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'822 CHF | 13'205 CHF | 100.00% | 100.00% |
19.11.2024 | 23.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'544 CHF | 12'136 CHF | 99.89% | 99.89% |
18.11.2024 | 19.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 340'697 | 46'850 CHF | 19'629 CHF | 99.82% | 99.82% |
15.11.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 998'452 | 491'616 | 49'880 CHF | 29'507 CHF | 100.00% | 100.00% |
14.11.2024 | 20.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 306'656 | 44'219 CHF | 16'953 CHF | 100.00% | 100.00% |
13.11.2024 | 24.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'067 CHF | 11'267 CHF | 100.00% | 100.00% |
12.11.2024 | 26.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'241 | 250'000 | 33'273 CHF | 10'886 CHF | 99.69% | 99.69% |
11.11.2024 | 19.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 276'067 | 45'250 CHF | 15'343 CHF | 99.91% | 99.91% |
08.11.2024 | 20.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 981'626 | 298'365 | 44'206 CHF | 16'871 CHF | 100.00% | 100.00% |