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 | 28.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'987 CHF | 19'993 CHF | 98.46% | 98.46% |
19.11.2024 | 28.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'732 CHF | 19'866 CHF | 88.39% | 88.39% |
18.11.2024 | 27.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'383 CHF | 21'192 CHF | 97.19% | 97.19% |
15.11.2024 | 23.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'023 CHF | 24'011 CHF | 91.07% | 91.07% |
14.11.2024 | 19.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'464 CHF | 28'732 CHF | 98.97% | 98.97% |
13.11.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'020 CHF | 25'010 CHF | 98.71% | 98.71% |
12.11.2024 | 18.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'503 CHF | 29'752 CHF | 99.31% | 99.31% |
11.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'027 CHF | 35'014 CHF | 99.32% | 99.32% |
08.11.2024 | 15.46% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'724 CHF | 34'862 CHF | 98.12% | 98.12% |
07.11.2024 | 12.05% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 415'860 | 78'220 CHF | 36'557 CHF | 98.59% | 98.59% |