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 | 15.62% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'221 CHF | 34'611 CHF | 99.08% | 99.08% |
19.11.2024 | 18.60% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'364 CHF | 29'682 CHF | 88.34% | 88.34% |
18.11.2024 | 20.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'124 CHF | 27'562 CHF | 97.37% | 97.37% |
15.11.2024 | 21.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'236 CHF | 26'118 CHF | 89.94% | 89.94% |
14.11.2024 | 10.15% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'908 CHF | 51'954 CHF | 99.02% | 99.02% |
13.11.2024 | 14.70% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'714 CHF | 36'857 CHF | 99.05% | 99.05% |
12.11.2024 | 13.46% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'371 CHF | 39'685 CHF | 99.30% | 99.30% |
11.11.2024 | 12.71% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'982 CHF | 41'991 CHF | 99.34% | 99.34% |
08.11.2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'107 CHF | 46'054 CHF | 98.15% | 98.15% |
07.11.2024 | 16.03% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'977 CHF | 33'989 CHF | 97.33% | 97.33% |