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 | 44.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'836 CHF | 6'959 CHF | 100.00% | 100.00% |
19.11.2024 | 49.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'084 | 250'000 | 15'219 CHF | 6'354 CHF | 99.10% | 99.10% |
18.11.2024 | 37.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'028 CHF | 8'007 CHF | 99.94% | 99.94% |
15.11.2024 | 38.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'843 CHF | 7'711 CHF | 100.00% | 100.00% |
14.11.2024 | 47.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'237 CHF | 6'559 CHF | 100.00% | 100.00% |
13.11.2024 | 52.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'198 CHF | 6'050 CHF | 100.00% | 100.00% |
12.11.2024 | 44.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'788 CHF | 6'947 CHF | 99.98% | 99.98% |
11.11.2024 | 39.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'340 CHF | 7'585 CHF | 100.00% | 100.00% |
08.11.2024 | 43.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'223 | 250'000 | 17'973 CHF | 7'032 CHF | 98.94% | 98.94% |
07.11.2024 | 30.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'259 | 250'000 | 27'550 CHF | 9'431 CHF | 85.84% | 85.84% |