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 | 41.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'114 CHF | 15'057 CHF | 99.27% | 99.27% |
19.11.2024 | 30.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'386 CHF | 19'193 CHF | 88.67% | 88.67% |
18.11.2024 | 26.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'364 CHF | 21'682 CHF | 97.49% | 97.49% |
15.11.2024 | 29.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 496'520 | 29'763 CHF | 19'694 CHF | 96.64% | 96.64% |
14.11.2024 | 46.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'895 CHF | 13'448 CHF | 99.32% | 99.32% |
13.11.2024 | 46.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'666 CHF | 13'333 CHF | 99.24% | 99.24% |
12.11.2024 | 46.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'424 CHF | 13'212 CHF | 96.95% | 96.95% |
11.11.2024 | 48.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'707 CHF | 12'854 CHF | 99.18% | 99.18% |
08.11.2024 | 43.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'350 CHF | 14'175 CHF | 99.26% | 99.26% |
07.11.2024 | 30.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'684 CHF | 19'342 CHF | 98.64% | 98.64% |