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 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'009 CHF | 30'004 CHF | 99.34% | 99.34% |
19.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 96.65% | 96.65% |
18.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'007 CHF | 30'003 CHF | 97.65% | 97.65% |
15.11.2024 | 16.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'837 CHF | 32'418 CHF | 91.80% | 91.80% |
14.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.24% | 99.24% |
13.11.2024 | 17.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'700 CHF | 31'850 CHF | 99.03% | 99.03% |
12.11.2024 | 16.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'281 CHF | 32'640 CHF | 99.35% | 99.35% |
11.11.2024 | 13.55% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'952 CHF | 39'476 CHF | 99.35% | 99.35% |
08.11.2024 | 11.93% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'148 CHF | 44'574 CHF | 99.33% | 99.33% |
07.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 98.58% | 98.58% |