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 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
19.11.2024 | 46.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'576 CHF | 6'644 CHF | 99.89% | 99.89% |
18.11.2024 | 39.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'079 CHF | 7'520 CHF | 99.91% | 99.91% |
15.11.2024 | 33.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'698 CHF | 8'675 CHF | 100.00% | 100.00% |
14.11.2024 | 31.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'335 CHF | 9'334 CHF | 100.00% | 100.00% |
13.11.2024 | 33.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'898 CHF | 8'724 CHF | 100.00% | 100.00% |
12.11.2024 | 28.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'576 CHF | 9'894 CHF | 99.72% | 99.72% |
11.11.2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'361 CHF | 12'340 CHF | 99.89% | 99.89% |
08.11.2024 | 21.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'556 | 271'154 | 40'976 CHF | 14'066 CHF | 100.00% | 100.00% |
07.11.2024 | 15.47% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 836'030 | 400'670 | 49'989 CHF | 28'341 CHF | 99.88% | 99.88% |