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 | 22.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'338 CHF | 25'169 CHF | 98.49% | 98.49% |
19.11.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'092 CHF | 25'046 CHF | 98.44% | 98.44% |
18.11.2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'929 CHF | 29'464 CHF | 99.02% | 99.02% |
15.11.2024 | 18.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'537 CHF | 29'768 CHF | 98.16% | 98.16% |
14.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 97.18% | 97.18% |
13.11.2024 | 20.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'385 CHF | 27'193 CHF | 98.90% | 98.90% |
12.11.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'002 CHF | 30'001 CHF | 98.57% | 98.57% |
11.11.2024 | 12.25% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'890 CHF | 43'445 CHF | 99.16% | 99.16% |
08.11.2024 | 14.79% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'100 CHF | 36'550 CHF | 98.57% | 98.57% |
07.11.2024 | 9.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 465'141 | 99'243 CHF | 50'431 CHF | 98.07% | 98.07% |