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 | 22.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 39'702 CHF | 17'396 CHF | 99.16% | 99.16% |
19.11.2024 | 24.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 35'907 CHF | 16'067 CHF | 99.17% | 99.17% |
18.11.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 40'100 CHF | 17'535 CHF | 99.22% | 99.22% |
15.11.2024 | 23.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 38'061 CHF | 16'821 CHF | 99.17% | 99.17% |
14.11.2024 | 21.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 41'173 CHF | 17'910 CHF | 99.15% | 99.15% |
13.11.2024 | 21.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 42'435 CHF | 18'352 CHF | 99.16% | 99.16% |
12.11.2024 | 15.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 58'404 CHF | 23'941 CHF | 99.16% | 99.16% |
11.11.2024 | 12.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 72'402 CHF | 28'841 CHF | 99.17% | 99.17% |
08.11.2024 | 16.71% | 0.06 CHF | 0.07 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 55'275 CHF | 22'846 CHF | 99.17% | 99.17% |
07.11.2024 | 15.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 61'845 CHF | 25'146 CHF | 98.18% | 98.18% |