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 | 34.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'418 CHF | 8'604 CHF | 99.38% | 99.38% |
19.11.2024 | 28.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'882 CHF | 9'970 CHF | 99.37% | 99.37% |
18.11.2024 | 28.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'345 CHF | 10'086 CHF | 99.37% | 99.37% |
15.11.2024 | 22.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'948 CHF | 12'237 CHF | 99.36% | 99.36% |
14.11.2024 | 27.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'391 CHF | 10'348 CHF | 99.38% | 99.38% |
13.11.2024 | 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% |
12.11.2024 | 24.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'695 CHF | 11'674 CHF | 99.15% | 99.15% |
11.11.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'087 CHF | 12'522 CHF | 99.38% | 99.38% |
08.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.37% | 99.37% |
07.11.2024 | 18.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 48'267 CHF | 14'567 CHF | 98.58% | 98.58% |