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 | 22.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'175 CHF | 25'088 CHF | 99.27% | 99.27% |
18.11.2024 | 20.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'181 CHF | 26'591 CHF | 99.40% | 99.40% |
15.11.2024 | 21.27% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'368 CHF | 26'184 CHF | 99.40% | 99.40% |
14.11.2024 | 23.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'630 CHF | 24'315 CHF | 97.52% | 97.52% |
13.11.2024 | 33.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'886 CHF | 17'943 CHF | 99.38% | 99.38% |
12.11.2024 | 28.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'797 CHF | 19'899 CHF | 93.09% | 93.09% |
11.11.2024 | 22.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'669 CHF | 24'834 CHF | 99.37% | 99.37% |
08.11.2024 | 22.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'395 CHF | 25'198 CHF | 93.13% | 93.13% |
07.11.2024 | 18.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'893 CHF | 29'947 CHF | 98.61% | 98.61% |