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 | 38.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'772 CHF | 7'693 CHF | 100.00% | 100.00% |
19.11.2024 | 38.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'401 CHF | 7'850 CHF | 99.88% | 99.88% |
18.11.2024 | 38.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'387 CHF | 7'847 CHF | 99.91% | 99.91% |
15.11.2024 | 37.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'832 CHF | 7'958 CHF | 100.00% | 100.00% |
14.11.2024 | 36.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'576 CHF | 8'144 CHF | 100.00% | 100.00% |
13.11.2024 | 39.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'673 CHF | 7'668 CHF | 100.00% | 100.00% |
12.11.2024 | 33.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'922 | 250'000 | 24'645 CHF | 8'705 CHF | 99.68% | 99.68% |
11.11.2024 | 34.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'067 CHF | 8'517 CHF | 99.85% | 99.85% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
07.11.2024 | 35.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'269 CHF | 8'317 CHF | 99.90% | 99.90% |