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 | 28.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'664 CHF | 19'832 CHF | 99.13% | 99.13% |
19.11.2024 | 36.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'759 CHF | 16'379 CHF | 98.73% | 98.73% |
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 | 99.36% | 99.36% |
15.11.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'651 CHF | 19'826 CHF | 99.57% | 99.57% |
14.11.2024 | 38.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'638 CHF | 15'819 CHF | 97.59% | 97.59% |
13.11.2024 | 43.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'732 CHF | 14'366 CHF | 99.34% | 99.34% |
12.11.2024 | 40.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'665 CHF | 14'833 CHF | 96.44% | 96.44% |
11.11.2024 | 32.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'733 CHF | 17'866 CHF | 99.06% | 99.06% |
08.11.2024 | 32.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'661 CHF | 17'830 CHF | 98.10% | 98.10% |
07.11.2024 | 22.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'136 CHF | 24'568 CHF | 98.60% | 98.60% |