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 | 41.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'498 CHF | 7'374 CHF | 100.00% | 100.00% |
19.11.2024 | 40.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'872 CHF | 7'468 CHF | 99.91% | 99.91% |
18.11.2024 | 37.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'142 CHF | 8'035 CHF | 99.88% | 99.88% |
15.11.2024 | 30.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'184 CHF | 9'546 CHF | 100.00% | 100.00% |
14.11.2024 | 25.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'154 CHF | 11'039 CHF | 100.00% | 100.00% |
13.11.2024 | 27.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'556 CHF | 10'389 CHF | 100.00% | 100.00% |
12.11.2024 | 19.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'445 | 346'448 | 45'119 CHF | 19'656 CHF | 99.71% | 99.71% |
11.11.2024 | 18.11% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 983'719 | 461'586 | 49'512 CHF | 27'993 CHF | 99.90% | 99.90% |