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 | 34.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'110 CHF | 8'527 CHF | 100.00% | 100.00% |
19.11.2024 | 33.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'113 CHF | 8'778 CHF | 99.91% | 99.91% |
18.11.2024 | 27.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'275 CHF | 10'319 CHF | 99.91% | 99.91% |
15.11.2024 | 24.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'915 CHF | 11'479 CHF | 100.00% | 100.00% |
14.11.2024 | 20.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'698 | 42'855 CHF | 13'368 CHF | 100.00% | 100.00% |
13.11.2024 | 22.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'721 CHF | 12'180 CHF | 100.00% | 100.00% |
12.11.2024 | 19.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 997'345 | 376'525 | 46'992 CHF | 21'811 CHF | 99.71% | 99.71% |
11.11.2024 | 14.72% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 806'339 | 410'446 | 50'728 CHF | 29'940 CHF | 99.85% | 99.85% |
08.11.2024 | 14.34% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 777'390 | 401'669 | 50'270 CHF | 30'100 CHF | 100.00% | 100.00% |
07.11.2024 | 10.32% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 549'309 | 427'210 | 50'465 CHF | 44'554 CHF | 99.91% | 99.91% |