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 | 51.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'479 CHF | 6'120 CHF | 100.00% | 100.00% |
19.11.2024 | 50.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'996 CHF | 6'249 CHF | 99.89% | 99.89% |
18.11.2024 | 48.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'967 CHF | 6'492 CHF | 99.91% | 99.91% |
15.11.2024 | 41.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'249 CHF | 7'312 CHF | 100.00% | 100.00% |
14.11.2024 | 35.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'105 CHF | 8'276 CHF | 100.00% | 100.00% |
13.11.2024 | 39.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'663 CHF | 7'666 CHF | 100.00% | 100.00% |
12.11.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'143 | 250'000 | 29'605 CHF | 9'945 CHF | 99.69% | 99.69% |
11.11.2024 | 26.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'358 CHF | 10'590 CHF | 99.90% | 99.90% |
08.11.2024 | 22.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'416 | 294'366 | 40'004 CHF | 15'264 CHF | 100.00% | 100.00% |
07.11.2024 | 21.35% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 982'247 | 289'009 | 42'290 CHF | 15'947 CHF | 98.92% | 98.92% |