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 | 33.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'171 CHF | 18'585 CHF | 98.96% | 98.96% |
19.11.2024 | 30.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'028 CHF | 19'014 CHF | 98.91% | 98.91% |
18.11.2024 | 27.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'050 CHF | 20'525 CHF | 98.97% | 98.97% |
15.11.2024 | 21.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'145 CHF | 25'572 CHF | 98.47% | 98.47% |
14.11.2024 | 19.70% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'571 CHF | 28'286 CHF | 97.27% | 97.27% |
13.11.2024 | 20.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'300 CHF | 27'150 CHF | 98.81% | 98.81% |
12.11.2024 | 16.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'086 CHF | 33'543 CHF | 98.91% | 98.91% |
11.11.2024 | 16.20% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 485'901 | 58'037 CHF | 32'765 CHF | 98.85% | 98.85% |
08.11.2024 | 8.75% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 419'861 | 123'237 CHF | 54'738 CHF | 99.15% | 99.15% |
07.11.2024 | 5.44% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 980'595 | 380'595 | 175'641 CHF | 71'714 CHF | 97.96% | 97.96% |