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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.59% | 99.59% |
19.11.2024 | 28.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'119 CHF | 20'060 CHF | 99.56% | 99.56% |
18.11.2024 | 27.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'277 CHF | 20'639 CHF | 99.53% | 99.53% |
15.11.2024 | 24.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'748 CHF | 23'374 CHF | 99.55% | 99.55% |
14.11.2024 | 19.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 447'082 | 46'004 CHF | 24'827 CHF | 98.23% | 98.23% |
13.11.2024 | 13.84% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 947'634 | 347'634 | 63'906 CHF | 26'816 CHF | 99.51% | 99.51% |
12.11.2024 | 17.64% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 999'691 | 402'712 | 52'228 CHF | 25'026 CHF | 99.58% | 99.58% |
11.11.2024 | 22.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 499'283 | 40'072 CHF | 24'993 CHF | 99.56% | 99.56% |
08.11.2024 | 21.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 498'671 | 41'833 CHF | 25'837 CHF | 98.41% | 98.41% |
07.11.2024 | 23.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'389 CHF | 23'694 CHF | 98.51% | 98.51% |