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 | 16.92% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'509 CHF | 32'255 CHF | 99.28% | 99.28% |
19.11.2024 | 17.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'295 CHF | 31'148 CHF | 98.74% | 98.74% |
18.11.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'852 CHF | 34'926 CHF | 99.19% | 99.19% |
15.11.2024 | 15.75% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'730 CHF | 34'365 CHF | 99.51% | 99.51% |
14.11.2024 | 19.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'712 CHF | 28'356 CHF | 97.62% | 97.62% |
13.11.2024 | 26.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'488 CHF | 21'244 CHF | 99.37% | 99.37% |
12.11.2024 | 22.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'011 CHF | 24'506 CHF | 93.10% | 93.10% |
11.11.2024 | 17.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'966 CHF | 30'983 CHF | 99.06% | 99.06% |
08.11.2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'558 CHF | 31'779 CHF | 93.13% | 93.13% |
07.11.2024 | 12.48% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'449 CHF | 42'725 CHF | 98.61% | 98.61% |