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 | 24.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'339 CHF | 23'170 CHF | 99.51% | 99.51% |
19.11.2024 | 23.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'707 | 38'100 CHF | 23'812 CHF | 99.27% | 99.27% |
18.11.2024 | 20.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 471'635 | 43'609 CHF | 25'102 CHF | 99.25% | 99.25% |
15.11.2024 | 20.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 475'869 | 44'999 CHF | 26'014 CHF | 99.40% | 99.40% |
14.11.2024 | 22.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'220 CHF | 24'610 CHF | 97.53% | 97.53% |
13.11.2024 | 38.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'551 CHF | 15'776 CHF | 99.37% | 99.37% |
12.11.2024 | 30.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'883 CHF | 18'942 CHF | 93.09% | 93.09% |
11.11.2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'313 CHF | 25'156 CHF | 99.37% | 99.37% |
08.11.2024 | 19.39% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 482'521 | 47'107 CHF | 27'471 CHF | 99.36% | 99.36% |
07.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 60'000 CHF | 28'000 CHF | 98.60% | 98.60% |