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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 26.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'683 CHF | 21'841 CHF | 98.81% | 98.81% |
20.11.2024 | 37.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'753 CHF | 16'377 CHF | 98.74% | 98.74% |
19.11.2024 | 35.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'721 CHF | 16'861 CHF | 98.91% | 98.91% |
18.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.99% | 98.99% |
15.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.70% | 98.70% |
14.11.2024 | 27.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'290 CHF | 20'645 CHF | 97.27% | 97.27% |
13.11.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'085 CHF | 20'043 CHF | 98.55% | 98.55% |
12.11.2024 | 23.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'029 CHF | 24'014 CHF | 92.65% | 92.65% |
11.11.2024 | 21.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'188 CHF | 25'594 CHF | 98.76% | 98.76% |
08.11.2024 | 15.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'243 CHF | 36'622 CHF | 94.04% | 94.04% |