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 | 16.44% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'687 CHF | 33'343 CHF | 99.38% | 99.38% |
19.11.2024 | 18.55% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'201 CHF | 29'601 CHF | 99.29% | 99.29% |
18.11.2024 | 26.65% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'029 CHF | 21'514 CHF | 99.37% | 99.37% |
15.11.2024 | 26.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'010 CHF | 21'505 CHF | 99.41% | 99.41% |
14.11.2024 | 33.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'190 CHF | 18'095 CHF | 98.59% | 98.59% |
13.11.2024 | 18.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'044 CHF | 29'022 CHF | 99.34% | 99.34% |
12.11.2024 | 19.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'953 CHF | 27'977 CHF | 93.10% | 93.10% |
11.11.2024 | 11.12% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 443'730 | 87'566 CHF | 42'634 CHF | 99.37% | 99.37% |
08.11.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'073 | 109'076 CHF | 47'858 CHF | 94.75% | 94.75% |
07.11.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 123'473 CHF | 53'389 CHF | 98.62% | 98.62% |