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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.38% | 99.38% |
19.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.37% | 99.37% |
18.11.2024 | 28.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'092 CHF | 10'023 CHF | 99.37% | 99.37% |
15.11.2024 | 23.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'637 CHF | 11'909 CHF | 99.36% | 99.36% |
14.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.38% | 99.38% |
13.11.2024 | 26.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'492 CHF | 10'873 CHF | 99.37% | 99.37% |
12.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.16% | 99.16% |
11.11.2024 | 22.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'055 CHF | 12'514 CHF | 99.38% | 99.38% |
08.11.2024 | 21.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'033 CHF | 12'758 CHF | 99.37% | 99.37% |
07.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 775'425 | 250'000 | 38'771 CHF | 15'000 CHF | 98.58% | 98.58% |