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 | 29.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'437 CHF | 19'719 CHF | 98.66% | 98.66% |
19.11.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'151 CHF | 20'076 CHF | 98.63% | 98.63% |
18.11.2024 | 23.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'414 CHF | 23'707 CHF | 98.71% | 98.71% |
15.11.2024 | 24.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'697 CHF | 22'849 CHF | 98.26% | 98.26% |
14.11.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'966 CHF | 19'983 CHF | 97.70% | 97.70% |
13.11.2024 | 37.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'317 CHF | 16'159 CHF | 98.90% | 98.90% |
12.11.2024 | 28.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'807 CHF | 19'903 CHF | 92.58% | 92.58% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.94% | 98.94% |
08.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 92.68% | 92.68% |
07.11.2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'173 CHF | 25'087 CHF | 98.04% | 98.04% |