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 | 22.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'569 CHF | 24'785 CHF | 98.95% | 98.95% |
19.11.2024 | 21.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'697 CHF | 25'848 CHF | 98.28% | 98.28% |
18.11.2024 | 16.65% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'477 CHF | 32'739 CHF | 98.94% | 98.94% |
15.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 98.35% | 98.35% |
14.11.2024 | 15.44% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'171 CHF | 35'085 CHF | 97.76% | 97.76% |
13.11.2024 | 17.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'967 CHF | 31'484 CHF | 98.89% | 98.89% |
12.11.2024 | 14.09% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'010 CHF | 38'505 CHF | 91.00% | 91.00% |
11.11.2024 | 16.89% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'335 CHF | 32'668 CHF | 98.64% | 98.64% |
08.11.2024 | 21.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'110 CHF | 25'555 CHF | 92.69% | 92.69% |
07.11.2024 | 18.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'598 CHF | 29'299 CHF | 98.08% | 98.08% |