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 | 37.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'925 CHF | 15'962 CHF | 97.25% | 97.25% |
19.11.2024 | 39.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'647 CHF | 15'324 CHF | 95.72% | 95.72% |
18.11.2024 | 29.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'966 CHF | 19'483 CHF | 92.66% | 92.66% |
15.11.2024 | 26.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'849 CHF | 21'424 CHF | 93.23% | 93.23% |
14.11.2024 | 29.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'140 CHF | 20'070 CHF | 98.75% | 98.75% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 94.96% | 94.96% |
12.11.2024 | 31.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'715 CHF | 18'858 CHF | 98.91% | 98.91% |
11.11.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'992 CHF | 24'996 CHF | 92.92% | 92.92% |
08.11.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'891 CHF | 24'945 CHF | 97.07% | 97.07% |
07.11.2024 | 21.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'834 CHF | 26'417 CHF | 98.64% | 98.64% |