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 | 21.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'066 CHF | 12'767 CHF | 100.00% | 100.00% |
19.11.2024 | 20.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 281'596 | 43'161 CHF | 15'171 CHF | 99.90% | 99.90% |
18.11.2024 | 24.65% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'673 CHF | 11'418 CHF | 99.90% | 99.90% |
15.11.2024 | 20.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'098 | 43'164 CHF | 13'409 CHF | 100.00% | 100.00% |
14.11.2024 | 21.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'505 CHF | 12'876 CHF | 100.00% | 100.00% |
13.11.2024 | 24.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'647 CHF | 11'662 CHF | 100.00% | 100.00% |
12.11.2024 | 24.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'184 | 250'000 | 35'282 CHF | 11'382 CHF | 99.66% | 99.66% |
11.11.2024 | 23.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'921 CHF | 11'730 CHF | 99.91% | 99.91% |
08.11.2024 | 22.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'156 CHF | 12'289 CHF | 100.00% | 100.00% |
07.11.2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'935 CHF | 12'484 CHF | 99.86% | 99.86% |