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 | 29.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'437 | 29'923 CHF | 19'933 CHF | 93.22% | 93.22% |
19.11.2024 | 25.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'826 | 34'538 CHF | 21'859 CHF | 96.14% | 96.14% |
18.11.2024 | 29.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'796 CHF | 19'398 CHF | 97.77% | 97.77% |
15.11.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'395 CHF | 20'197 CHF | 94.51% | 94.51% |
14.11.2024 | 23.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 487'135 | 38'280 CHF | 23'371 CHF | 96.00% | 96.00% |
13.11.2024 | 17.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 51'807 CHF | 24'723 CHF | 97.73% | 97.73% |
12.11.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 996'113 | 396'113 | 58'717 CHF | 27'286 CHF | 96.72% | 96.72% |
11.11.2024 | 18.62% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 452'357 | 48'840 CHF | 26'517 CHF | 93.64% | 93.64% |
08.11.2024 | 14.49% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 999'885 | 399'885 | 64'204 CHF | 29'675 CHF | 95.84% | 95.84% |
07.11.2024 | 14.45% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 996'599 | 396'599 | 64'443 CHF | 29'593 CHF | 96.20% | 96.20% |