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 | 15.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'008 CHF | 34'504 CHF | 99.33% | 99.33% |
19.11.2024 | 17.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'219 CHF | 31'110 CHF | 96.69% | 96.69% |
18.11.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'932 CHF | 39'966 CHF | 97.64% | 97.64% |
15.11.2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'683 CHF | 39'841 CHF | 96.57% | 96.57% |
14.11.2024 | 14.76% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'119 CHF | 36'559 CHF | 99.34% | 99.34% |
13.11.2024 | 16.18% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'166 CHF | 33'583 CHF | 99.37% | 99.37% |
12.11.2024 | 15.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'935 | 61'188 CHF | 35'590 CHF | 99.37% | 99.37% |
11.11.2024 | 11.03% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'901 CHF | 47'951 CHF | 99.32% | 99.32% |
08.11.2024 | 11.12% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'196 CHF | 47'598 CHF | 99.39% | 99.39% |
07.11.2024 | 9.54% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'560 CHF | 55'280 CHF | 98.63% | 98.63% |