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 | 22.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'472 CHF | 24'736 CHF | 88.20% | 88.20% |
19.11.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'967 | 50'633 CHF | 30'314 CHF | 88.32% | 88.32% |
18.11.2024 | 20.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'944 CHF | 26'972 CHF | 89.47% | 89.47% |
15.11.2024 | 27.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'472 CHF | 20'736 CHF | 93.25% | 93.25% |
14.11.2024 | 27.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'323 CHF | 21'161 CHF | 91.00% | 91.00% |
13.11.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'852 CHF | 24'926 CHF | 96.15% | 96.15% |
12.11.2024 | 24.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'221 CHF | 23'110 CHF | 94.52% | 94.52% |
11.11.2024 | 33.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'645 CHF | 17'822 CHF | 92.96% | 92.96% |
08.11.2024 | 22.38% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'784 CHF | 24'892 CHF | 95.76% | 95.76% |
07.11.2024 | 24.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'933 CHF | 22'967 CHF | 95.11% | 95.11% |