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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 25.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'389 CHF | 22'195 CHF | 97.48% | 97.48% |
25.11.2024 | 26.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'534 CHF | 21'267 CHF | 99.39% | 99.39% |
22.11.2024 | 35.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'980 CHF | 16'990 CHF | 99.35% | 99.35% |
20.11.2024 | 31.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'611 CHF | 18'805 CHF | 99.41% | 99.41% |
19.11.2024 | 36.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'359 CHF | 16'680 CHF | 96.69% | 96.69% |
18.11.2024 | 27.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'960 CHF | 20'480 CHF | 97.58% | 97.58% |
15.11.2024 | 27.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'069 CHF | 21'035 CHF | 96.57% | 96.57% |
14.11.2024 | 28.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'873 CHF | 19'937 CHF | 99.33% | 99.33% |
13.11.2024 | 29.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'930 CHF | 19'465 CHF | 99.40% | 99.40% |
12.11.2024 | 29.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'456 CHF | 19'728 CHF | 99.39% | 99.39% |