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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.63% | 98.63% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 88.65% | 88.65% |
18.11.2024 | 28.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'732 CHF | 19'866 CHF | 97.14% | 97.14% |
15.11.2024 | 30.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'378 CHF | 19'189 CHF | 91.41% | 91.41% |
14.11.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'249 CHF | 20'124 CHF | 99.32% | 99.32% |
13.11.2024 | 29.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'591 CHF | 19'795 CHF | 98.93% | 98.93% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'001 CHF | 20'000 CHF | 99.30% | 99.30% |
11.11.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'470 CHF | 24'735 CHF | 99.33% | 99.33% |
08.11.2024 | 24.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'356 CHF | 23'178 CHF | 98.11% | 98.11% |
07.11.2024 | 19.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'426 CHF | 28'713 CHF | 98.64% | 98.64% |