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 | 42.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'070 CHF | 14'535 CHF | 99.36% | 99.36% |
19.11.2024 | 39.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 489'873 | 21'105 CHF | 15'147 CHF | 99.25% | 99.25% |
18.11.2024 | 38.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 490'731 | 21'454 CHF | 15'356 CHF | 99.23% | 99.23% |
15.11.2024 | 41.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'470 CHF | 14'735 CHF | 99.39% | 99.39% |
14.11.2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'897 CHF | 15'949 CHF | 98.02% | 98.02% |
13.11.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'996 CHF | 14'998 CHF | 99.35% | 99.35% |
12.11.2024 | 24.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 414'080 | 36'838 CHF | 19'214 CHF | 93.14% | 93.14% |
11.11.2024 | 21.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 985'260 | 386'104 | 40'688 CHF | 19'727 CHF | 98.27% | 98.27% |
08.11.2024 | 16.01% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 51'982 CHF | 20'327 CHF | 93.12% | 93.12% |
07.11.2024 | 13.07% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 756'778 | 252'259 | 54'651 CHF | 20'740 CHF | 98.60% | 98.60% |