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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.17% | 99.17% |
19.11.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'063 CHF | 20'032 CHF | 99.16% | 99.16% |
18.11.2024 | 26.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'917 CHF | 21'459 CHF | 99.23% | 99.23% |
15.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.17% | 99.17% |
14.11.2024 | 23.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'329 CHF | 23'665 CHF | 99.15% | 99.15% |
13.11.2024 | 26.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'664 CHF | 21'832 CHF | 99.17% | 99.17% |
12.11.2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'969 CHF | 24'985 CHF | 99.16% | 99.16% |
11.11.2024 | 15.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'094 | 59'017 CHF | 28'918 CHF | 99.17% | 99.17% |
08.11.2024 | 14.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 987'812 | 400'530 | 62'982 CHF | 29'329 CHF | 99.17% | 99.17% |
07.11.2024 | 7.47% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 643'781 | 214'594 | 82'846 CHF | 29'761 CHF | 98.26% | 98.26% |