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 | 38.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'823 CHF | 7'706 CHF | 100.00% | 100.00% |
19.11.2024 | 37.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'106 CHF | 8'027 CHF | 99.91% | 99.91% |
18.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.87% | 99.87% |
15.11.2024 | 32.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'306 CHF | 9'076 CHF | 100.00% | 100.00% |
14.11.2024 | 29.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'438 CHF | 9'859 CHF | 100.00% | 100.00% |
13.11.2024 | 30.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'491 CHF | 9'373 CHF | 100.00% | 100.00% |
12.11.2024 | 26.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'817 | 250'000 | 33'167 CHF | 10'849 CHF | 99.70% | 99.70% |
11.11.2024 | 21.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'578 CHF | 12'895 CHF | 99.83% | 99.83% |
08.11.2024 | 23.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'188 | 38'034 CHF | 12'125 CHF | 100.00% | 100.00% |
07.11.2024 | 19.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 335'215 | 46'693 CHF | 19'172 CHF | 99.90% | 99.90% |