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 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'020 CHF | 20'010 CHF | 99.39% | 99.39% |
19.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 96.73% | 96.73% |
18.11.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'061 CHF | 20'030 CHF | 97.70% | 97.70% |
15.11.2024 | 22.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'021 CHF | 24'511 CHF | 96.48% | 96.48% |
14.11.2024 | 17.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'075 CHF | 31'538 CHF | 99.38% | 99.38% |
13.11.2024 | 21.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'661 CHF | 25'331 CHF | 98.97% | 98.97% |
12.11.2024 | 18.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'566 CHF | 29'283 CHF | 99.38% | 99.38% |
11.11.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'050 CHF | 30'025 CHF | 99.36% | 99.36% |
08.11.2024 | 15.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'444 CHF | 35'222 CHF | 99.35% | 99.35% |
07.11.2024 | 15.22% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'782 CHF | 35'391 CHF | 98.65% | 98.65% |