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 | 17.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'121 CHF | 30'560 CHF | 99.26% | 99.26% |
19.11.2024 | 18.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'439 CHF | 30'219 CHF | 97.42% | 97.42% |
18.11.2024 | 20.10% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'720 CHF | 27'860 CHF | 98.72% | 98.72% |
15.11.2024 | 19.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'361 CHF | 28'681 CHF | 97.84% | 97.84% |
14.11.2024 | 13.82% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'629 CHF | 38'814 CHF | 96.00% | 96.00% |
13.11.2024 | 11.09% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 489'616 | 85'539 CHF | 46'724 CHF | 97.06% | 97.06% |
12.11.2024 | 8.87% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'117 CHF | 47'247 CHF | 97.99% | 97.99% |
11.11.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 117'021 CHF | 50'808 CHF | 98.58% | 98.58% |
08.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 976'598 | 376'598 | 137'001 CHF | 56'439 CHF | 98.86% | 98.86% |
07.11.2024 | 7.98% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'807 CHF | 52'323 CHF | 97.57% | 97.57% |