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 | 26.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'921 CHF | 21'960 CHF | 99.43% | 99.43% |
19.11.2024 | 22.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'593 CHF | 24'796 CHF | 99.27% | 99.27% |
18.11.2024 | 24.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'225 CHF | 23'112 CHF | 99.24% | 99.24% |
15.11.2024 | 22.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'641 CHF | 24'821 CHF | 99.38% | 99.38% |
14.11.2024 | 18.53% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'579 | 49'130 CHF | 29'540 CHF | 97.53% | 97.53% |
13.11.2024 | 12.75% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 993'391 | 393'391 | 73'322 CHF | 32'940 CHF | 99.38% | 99.38% |
12.11.2024 | 17.16% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 450'449 | 54'106 CHF | 28'667 CHF | 98.71% | 98.71% |
11.11.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'254 CHF | 25'127 CHF | 99.37% | 99.37% |
08.11.2024 | 21.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'643 CHF | 26'322 CHF | 98.83% | 98.83% |
07.11.2024 | 22.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'140 CHF | 24'570 CHF | 98.60% | 98.60% |