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 | 33.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'350 CHF | 17'675 CHF | 99.38% | 99.38% |
19.11.2024 | 36.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'378 CHF | 16'189 CHF | 99.31% | 99.31% |
18.11.2024 | 49.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'311 CHF | 12'655 CHF | 99.37% | 99.37% |
15.11.2024 | 51.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'839 CHF | 12'920 CHF | 99.42% | 99.42% |
14.11.2024 | 57.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'545 CHF | 11'773 CHF | 52.59% | 98.60% |
13.11.2024 | 39.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'145 CHF | 15'073 CHF | 99.38% | 99.38% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 93.10% | 93.10% |
11.11.2024 | 22.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'309 CHF | 26'155 CHF | 99.37% | 99.37% |
08.11.2024 | 16.03% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'739 CHF | 33'869 CHF | 93.13% | 93.13% |
07.11.2024 | 13.62% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'524 CHF | 39'762 CHF | 98.62% | 98.62% |