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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 16.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'052 CHF | 33'526 CHF | 99.35% | 99.35% |
22.11.2024 | 15.03% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'748 CHF | 35'874 CHF | 99.37% | 99.37% |
20.11.2024 | 18.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'173 CHF | 30'087 CHF | 99.36% | 99.36% |
19.11.2024 | 17.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'947 CHF | 31'473 CHF | 99.35% | 99.35% |
18.11.2024 | 17.62% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'992 CHF | 30'996 CHF | 99.39% | 99.39% |
15.11.2024 | 17.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'960 CHF | 30'480 CHF | 99.38% | 99.38% |
14.11.2024 | 18.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'357 CHF | 29'679 CHF | 98.00% | 98.00% |
13.11.2024 | 24.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'897 CHF | 22'948 CHF | 99.37% | 99.37% |
12.11.2024 | 21.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'186 CHF | 25'593 CHF | 93.09% | 93.09% |
11.11.2024 | 18.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'484 CHF | 30'242 CHF | 99.36% | 99.36% |