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 | 15.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'746 CHF | 34'373 CHF | 98.72% | 98.72% |
19.11.2024 | 15.33% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'256 CHF | 35'128 CHF | 96.44% | 96.44% |
18.11.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'319 CHF | 40'160 CHF | 98.73% | 98.73% |
15.11.2024 | 13.48% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'289 CHF | 39'644 CHF | 98.26% | 98.26% |
14.11.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'033 CHF | 34'017 CHF | 97.74% | 97.74% |
13.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.93% | 98.93% |
12.11.2024 | 15.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'898 CHF | 34'449 CHF | 92.58% | 92.58% |
11.11.2024 | 15.48% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'661 CHF | 34'830 CHF | 98.94% | 98.94% |
08.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'068 CHF | 35'034 CHF | 92.69% | 92.69% |
07.11.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'830 CHF | 42'415 CHF | 98.03% | 98.03% |