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 | 13.90% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 923'230 | 323'230 | 62'002 CHF | 24'809 CHF | 98.38% | 98.38% |
19.11.2024 | 14.77% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 986'088 | 387'909 | 62'103 CHF | 28'223 CHF | 97.39% | 97.39% |
18.11.2024 | 13.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 937'383 | 337'383 | 65'587 CHF | 26'938 CHF | 98.97% | 98.97% |
15.11.2024 | 31.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 486'911 | 29'418 CHF | 18'919 CHF | 97.95% | 97.95% |
14.11.2024 | 37.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'537 CHF | 16'269 CHF | 96.51% | 96.51% |
13.11.2024 | 39.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'750 CHF | 15'375 CHF | 96.05% | 96.05% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 91.50% | 91.50% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.10% | 98.10% |
08.11.2024 | 66.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'133 CHF | 10'066 CHF | 91.18% | 91.18% |
07.11.2024 | 30.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'691 CHF | 21'845 CHF | 97.86% | 97.86% |