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 | 30.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'528 CHF | 19'264 CHF | 99.56% | 99.56% |
19.11.2024 | 26.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'306 CHF | 22'153 CHF | 99.08% | 99.08% |
18.11.2024 | 30.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'044 CHF | 19'022 CHF | 99.02% | 99.02% |
15.11.2024 | 27.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'225 CHF | 21'113 CHF | 99.58% | 99.58% |
14.11.2024 | 20.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'186 CHF | 27'093 CHF | 97.64% | 97.64% |
13.11.2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'696 CHF | 37'348 CHF | 99.34% | 99.34% |
12.11.2024 | 20.37% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'567 CHF | 27'784 CHF | 93.10% | 93.10% |
11.11.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'250 CHF | 20'125 CHF | 99.06% | 99.06% |
08.11.2024 | 24.65% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'169 CHF | 23'084 CHF | 98.80% | 98.80% |
07.11.2024 | 30.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'390 CHF | 19'695 CHF | 98.61% | 98.61% |