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 | 23.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'779 CHF | 24'390 CHF | 97.09% | 97.09% |
19.11.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'019 CHF | 25'009 CHF | 96.18% | 96.18% |
18.11.2024 | 21.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'131 CHF | 26'065 CHF | 92.42% | 92.42% |
15.11.2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'763 CHF | 29'881 CHF | 93.03% | 93.03% |
14.11.2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'383 CHF | 27'692 CHF | 98.85% | 98.85% |
13.11.2024 | 24.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'480 CHF | 23'240 CHF | 94.97% | 94.97% |
12.11.2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'131 CHF | 25'066 CHF | 98.90% | 98.90% |
11.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 92.92% | 92.92% |
08.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 97.08% | 97.08% |
07.11.2024 | 16.59% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'678 CHF | 32'839 CHF | 98.66% | 98.66% |