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 | 28.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 30'091 CHF | 24'054 CHF | 99.17% | 99.17% |
19.11.2024 | 27.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 31'558 CHF | 24'935 CHF | 99.16% | 99.16% |
18.11.2024 | 21.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 42'154 CHF | 31'292 CHF | 99.23% | 99.23% |
15.11.2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 600'000 | 1'000'000 | 553'696 | 53'529 CHF | 34'994 CHF | 99.17% | 99.17% |
14.11.2024 | 16.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 529'210 | 57'186 CHF | 35'357 CHF | 99.15% | 99.15% |
13.11.2024 | 17.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 600'000 | 1'000'000 | 574'816 | 53'838 CHF | 36'536 CHF | 99.16% | 99.16% |
12.11.2024 | 14.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 600'000 | 1'000'000 | 518'617 | 65'084 CHF | 38'840 CHF | 99.16% | 99.16% |
11.11.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 467'273 | 84'084 CHF | 43'683 CHF | 99.16% | 99.16% |
08.11.2024 | 11.30% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 460'775 | 84'138 CHF | 43'107 CHF | 99.16% | 99.16% |
07.11.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'911 CHF | 48'365 CHF | 98.26% | 98.26% |