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 | 37.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'626 CHF | 16'313 CHF | 98.25% | 98.25% |
19.11.2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'220 CHF | 15'110 CHF | 98.63% | 98.63% |
18.11.2024 | 28.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'753 CHF | 20'376 CHF | 98.81% | 98.81% |
15.11.2024 | 23.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'712 CHF | 24'356 CHF | 98.35% | 98.35% |
14.11.2024 | 29.65% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'054 CHF | 19'527 CHF | 97.77% | 97.77% |
13.11.2024 | 27.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'534 CHF | 21'267 CHF | 98.88% | 98.88% |
12.11.2024 | 22.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'062 CHF | 25'031 CHF | 97.20% | 97.20% |
11.11.2024 | 11.93% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 78'982 CHF | 35'593 CHF | 98.95% | 98.95% |
08.11.2024 | 15.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 455'899 | 61'372 CHF | 32'236 CHF | 92.44% | 92.44% |
07.11.2024 | 8.62% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 938'823 | 338'823 | 105'910 CHF | 41'152 CHF | 98.14% | 98.14% |