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 | 27.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'383 CHF | 10'346 CHF | 100.00% | 100.00% |
19.11.2024 | 25.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'987 | 250'000 | 33'418 CHF | 10'977 CHF | 99.80% | 99.80% |
18.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.87% | 99.87% |
15.11.2024 | 25.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'245 CHF | 11'061 CHF | 100.00% | 100.00% |
14.11.2024 | 25.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'729 CHF | 11'182 CHF | 100.00% | 100.00% |
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 | 100.00% | 100.00% |
12.11.2024 | 28.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'638 CHF | 10'160 CHF | 99.69% | 99.69% |
11.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.87% | 99.87% |
08.11.2024 | 24.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'471 CHF | 11'368 CHF | 100.00% | 100.00% |
07.11.2024 | 21.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'563 CHF | 13'141 CHF | 99.88% | 99.88% |