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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.56% | 99.56% |
19.11.2024 | 21.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'263 CHF | 26'132 CHF | 99.16% | 99.16% |
18.11.2024 | 21.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'678 CHF | 25'839 CHF | 99.28% | 99.28% |
15.11.2024 | 22.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'298 CHF | 25'149 CHF | 99.39% | 99.39% |
14.11.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'072 CHF | 25'036 CHF | 98.22% | 98.22% |
13.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'996 CHF | 24'998 CHF | 99.28% | 99.28% |
12.11.2024 | 18.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'535 CHF | 29'267 CHF | 99.31% | 99.31% |
11.11.2024 | 17.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'710 CHF | 30'355 CHF | 98.25% | 98.25% |
08.11.2024 | 15.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'682 CHF | 34'341 CHF | 99.33% | 99.33% |
07.11.2024 | 13.75% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'954 CHF | 38'977 CHF | 98.60% | 98.60% |