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 | 14.10% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 66'437 CHF | 30'575 CHF | 99.51% | 99.51% |
19.11.2024 | 13.25% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 999'454 | 399'454 | 70'932 CHF | 32'341 CHF | 99.58% | 99.58% |
18.11.2024 | 12.82% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 73'261 CHF | 33'304 CHF | 99.22% | 99.22% |
15.11.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 995'177 | 395'155 | 74'487 CHF | 33'495 CHF | 99.40% | 99.40% |
14.11.2024 | 21.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'102 CHF | 26'051 CHF | 97.59% | 97.59% |
13.11.2024 | 21.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'471 CHF | 25'736 CHF | 99.37% | 99.37% |
12.11.2024 | 23.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'232 CHF | 23'616 CHF | 95.47% | 95.47% |
11.11.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'062 CHF | 20'031 CHF | 99.37% | 99.37% |
08.11.2024 | 26.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'968 CHF | 21'984 CHF | 93.74% | 93.74% |
07.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.60% | 98.60% |