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 | 39.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'214 CHF | 7'553 CHF | 100.00% | 100.00% |
19.11.2024 | 46.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'674 CHF | 6'668 CHF | 99.90% | 99.90% |
18.11.2024 | 42.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'749 CHF | 7'187 CHF | 99.91% | 99.91% |
15.11.2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'068 CHF | 7'517 CHF | 100.00% | 100.00% |
14.11.2024 | 41.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'123 CHF | 7'281 CHF | 99.98% | 99.98% |
13.11.2024 | 42.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'731 CHF | 7'183 CHF | 100.00% | 100.00% |
12.11.2024 | 39.19% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'969 | 250'000 | 20'465 CHF | 7'651 CHF | 99.66% | 99.66% |
11.11.2024 | 29.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'003 CHF | 9'751 CHF | 99.91% | 99.91% |
08.11.2024 | 28.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'687 CHF | 9'922 CHF | 100.00% | 100.00% |
07.11.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'032 CHF | 10'008 CHF | 99.90% | 99.90% |