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 | 31.37% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 41'587 CHF | 7'545 CHF | 99.38% | 99.38% |
19.11.2024 | 23.17% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 57'752 CHF | 9'700 CHF | 99.37% | 99.37% |
18.11.2024 | 27.95% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 46'473 CHF | 8'196 CHF | 99.22% | 99.22% |
15.11.2024 | 24.86% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 53'758 CHF | 9'168 CHF | 98.96% | 98.96% |
14.11.2024 | 27.05% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 48'592 CHF | 8'479 CHF | 99.38% | 99.38% |
13.11.2024 | 38.41% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 32'081 CHF | 6'277 CHF | 99.38% | 99.38% |
12.11.2024 | 17.61% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 78'151 CHF | 12'420 CHF | 99.37% | 99.37% |
11.11.2024 | 18.70% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 73'749 CHF | 11'833 CHF | 99.38% | 99.38% |
08.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 60'000 CHF | 10'000 CHF | 99.37% | 99.37% |
07.11.2024 | 26.95% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 48'976 CHF | 8'530 CHF | 99.30% | 99.30% |