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 | 15.06% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'580 CHF | 35'790 CHF | 99.56% | 99.56% |
19.11.2024 | 15.07% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'518 CHF | 35'759 CHF | 98.74% | 98.74% |
18.11.2024 | 14.02% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'630 CHF | 38'315 CHF | 99.23% | 99.23% |
15.11.2024 | 13.86% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'442 CHF | 38'721 CHF | 99.41% | 99.41% |
14.11.2024 | 16.74% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'359 CHF | 32'679 CHF | 97.58% | 97.58% |
13.11.2024 | 21.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'571 CHF | 25'285 CHF | 99.37% | 99.37% |
12.11.2024 | 18.70% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'747 CHF | 29'373 CHF | 93.10% | 93.10% |
11.11.2024 | 15.18% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'008 CHF | 35'504 CHF | 99.06% | 99.06% |
08.11.2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'024 CHF | 35'512 CHF | 93.13% | 93.13% |
07.11.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'961 CHF | 45'480 CHF | 98.61% | 98.61% |