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 | 64.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'849 CHF | 10'425 CHF | 54.08% | 97.65% |
19.11.2024 | 53.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'009 CHF | 12'505 CHF | 94.40% | 94.40% |
18.11.2024 | 37.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'993 | 22'402 CHF | 16'201 CHF | 96.26% | 96.26% |
15.11.2024 | 39.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'767 CHF | 15'884 CHF | 96.42% | 96.42% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 97.14% | 97.14% |
13.11.2024 | 34.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'580 CHF | 17'290 CHF | 97.80% | 97.80% |
12.11.2024 | 24.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'003 CHF | 23'501 CHF | 98.04% | 98.04% |
11.11.2024 | 20.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'718 | 45'034 CHF | 27'220 CHF | 98.43% | 98.43% |
08.11.2024 | 14.73% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 403'033 | 63'227 CHF | 29'499 CHF | 96.35% | 96.35% |
07.11.2024 | 12.44% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 76'059 CHF | 34'424 CHF | 98.05% | 98.05% |