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 | 22.00% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 61'834 CHF | 12'806 CHF | 99.38% | 99.38% |
19.11.2024 | 37.21% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 33'657 CHF | 8'109 CHF | 99.37% | 99.37% |
18.11.2024 | 30.67% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 43'933 CHF | 9'822 CHF | 99.38% | 99.38% |
15.11.2024 | 25.14% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 53'768 CHF | 11'461 CHF | 99.36% | 99.36% |
14.11.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 45'871 CHF | 10'145 CHF | 99.38% | 99.38% |
13.11.2024 | 48.77% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 25'069 CHF | 6'678 CHF | 99.38% | 99.38% |
12.11.2024 | 36.90% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 34'135 CHF | 8'189 CHF | 99.16% | 99.16% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 45'000 CHF | 10'000 CHF | 99.38% | 99.38% |
08.11.2024 | 28.78% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 44'732 CHF | 9'955 CHF | 99.37% | 99.37% |
07.11.2024 | 25.09% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 53'323 CHF | 11'387 CHF | 98.58% | 98.58% |