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 | 21.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'065 CHF | 25'533 CHF | 99.31% | 99.31% |
19.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 96.56% | 96.56% |
18.11.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'090 CHF | 25'045 CHF | 97.62% | 97.62% |
15.11.2024 | 19.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'212 CHF | 28'606 CHF | 91.91% | 91.91% |
14.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.35% | 99.35% |
13.11.2024 | 18.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'437 CHF | 29'218 CHF | 98.74% | 98.74% |
12.11.2024 | 18.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'636 CHF | 29'818 CHF | 99.34% | 99.34% |
11.11.2024 | 15.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'473 CHF | 35'236 CHF | 99.33% | 99.33% |
08.11.2024 | 12.22% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'300 CHF | 43'650 CHF | 99.33% | 99.33% |
07.11.2024 | 11.03% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'964 CHF | 47'982 CHF | 98.59% | 98.59% |