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 | 22.28% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 59'860 CHF | 7'486 CHF | 99.38% | 99.38% |
19.11.2024 | 28.51% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'150 CHF | 6'015 CHF | 99.38% | 99.38% |
18.11.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'093 CHF | 6'009 CHF | 99.25% | 99.25% |
15.11.2024 | 26.74% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 49'336 CHF | 6'434 CHF | 99.37% | 99.37% |
14.11.2024 | 24.48% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 54'666 CHF | 6'967 CHF | 99.37% | 99.37% |
13.11.2024 | 22.57% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 59'622 CHF | 7'462 CHF | 99.38% | 99.38% |
12.11.2024 | 25.82% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 51'497 CHF | 6'650 CHF | 99.38% | 99.38% |
11.11.2024 | 19.64% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 69'574 CHF | 8'457 CHF | 99.37% | 99.37% |
08.11.2024 | 19.85% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 68'801 CHF | 8'380 CHF | 99.38% | 99.38% |
07.11.2024 | 17.02% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 81'211 CHF | 9'621 CHF | 98.37% | 98.37% |