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 | 28.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'763 CHF | 19'882 CHF | 99.35% | 99.35% |
19.11.2024 | 27.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'411 CHF | 21'205 CHF | 96.91% | 96.91% |
18.11.2024 | 31.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'501 CHF | 18'750 CHF | 96.48% | 96.48% |
15.11.2024 | 28.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'103 CHF | 20'051 CHF | 96.42% | 96.42% |
14.11.2024 | 22.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'168 CHF | 24'584 CHF | 99.40% | 99.40% |
13.11.2024 | 19.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'547 | 45'804 CHF | 27'626 CHF | 98.94% | 98.94% |
12.11.2024 | 27.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'544 CHF | 20'772 CHF | 99.37% | 99.37% |
11.11.2024 | 35.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'544 CHF | 16'772 CHF | 99.28% | 99.28% |
08.11.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'977 CHF | 19'988 CHF | 99.37% | 99.37% |
07.11.2024 | 27.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'945 CHF | 20'472 CHF | 98.75% | 98.75% |