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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.51% | 99.51% |
19.11.2024 | 19.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'772 CHF | 28'886 CHF | 99.26% | 99.26% |
18.11.2024 | 17.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'700 CHF | 30'350 CHF | 99.39% | 99.39% |
15.11.2024 | 21.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'591 CHF | 25'795 CHF | 99.39% | 99.39% |
14.11.2024 | 19.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'601 CHF | 28'801 CHF | 98.01% | 98.01% |
13.11.2024 | 19.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'283 CHF | 28'142 CHF | 99.38% | 99.38% |
12.11.2024 | 15.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'894 CHF | 33'947 CHF | 93.14% | 93.14% |
11.11.2024 | 15.23% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 472'144 | 60'790 CHF | 33'359 CHF | 98.27% | 98.27% |
08.11.2024 | 13.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 68'318 CHF | 31'327 CHF | 93.12% | 93.12% |
07.11.2024 | 12.09% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 77'924 CHF | 35'170 CHF | 98.61% | 98.61% |