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 | 25.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'703 CHF | 22'852 CHF | 99.10% | 99.10% |
19.11.2024 | 39.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'215 CHF | 15'608 CHF | 87.24% | 87.24% |
18.11.2024 | 40.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'885 CHF | 14'942 CHF | 97.32% | 97.32% |
15.11.2024 | 41.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'680 CHF | 14'840 CHF | 91.47% | 91.47% |
14.11.2024 | 11.17% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'345 CHF | 47'673 CHF | 99.01% | 99.01% |
13.11.2024 | 20.47% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'719 CHF | 27'860 CHF | 98.69% | 98.69% |
12.11.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'892 CHF | 29'946 CHF | 99.32% | 99.32% |
11.11.2024 | 14.93% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'280 CHF | 36'140 CHF | 99.33% | 99.33% |
08.11.2024 | 13.80% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'614 CHF | 39'307 CHF | 98.17% | 98.17% |
07.11.2024 | 22.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'520 CHF | 24'760 CHF | 98.42% | 98.42% |