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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 28.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'706 CHF | 19'853 CHF | 98.26% | 98.26% |
20.11.2024 | 56.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'969 CHF | 11'984 CHF | 99.35% | 99.35% |
19.11.2024 | 58.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'082 CHF | 11'541 CHF | 96.30% | 96.30% |
18.11.2024 | 65.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'578 CHF | 10'289 CHF | 94.61% | 94.61% |
15.11.2024 | 45.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'041 CHF | 14'021 CHF | 91.56% | 91.56% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 94.56% | 94.56% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 83.41% | 83.41% |
12.11.2024 | 30.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'050 CHF | 19'025 CHF | 91.94% | 91.94% |
11.11.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'061 CHF | 20'030 CHF | 82.33% | 82.33% |
08.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 89.20% | 89.20% |