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 | 35.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'860 CHF | 16'930 CHF | 98.88% | 98.88% |
19.11.2024 | 23.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'642 CHF | 24'321 CHF | 98.56% | 98.56% |
18.11.2024 | 19.65% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'388 CHF | 28'194 CHF | 97.68% | 97.68% |
15.11.2024 | 19.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'513 CHF | 28'757 CHF | 97.90% | 97.90% |
14.11.2024 | 16.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'422 CHF | 32'711 CHF | 96.60% | 96.60% |
13.11.2024 | 11.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 415'451 | 87'465 CHF | 40'131 CHF | 98.89% | 98.89% |
12.11.2024 | 24.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'856 CHF | 22'928 CHF | 98.29% | 98.29% |
11.11.2024 | 20.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'410 CHF | 27'705 CHF | 98.83% | 98.83% |
08.11.2024 | 27.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'045 CHF | 20'522 CHF | 92.58% | 92.58% |
07.11.2024 | 22.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'799 CHF | 24'399 CHF | 97.61% | 97.61% |