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 | 34.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'432 CHF | 17'216 CHF | 99.37% | 99.37% |
19.11.2024 | 33.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'680 CHF | 18'340 CHF | 96.70% | 96.70% |
18.11.2024 | 61.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'755 CHF | 10'877 CHF | 97.51% | 97.51% |
15.11.2024 | 41.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'619 CHF | 14'810 CHF | 95.81% | 95.81% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.27% | 99.27% |
13.11.2024 | 37.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'794 CHF | 15'897 CHF | 98.92% | 98.92% |
12.11.2024 | 39.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'087 CHF | 15'044 CHF | 99.33% | 99.33% |
11.11.2024 | 59.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'816 CHF | 11'408 CHF | 99.38% | 99.38% |
08.11.2024 | 38.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'085 CHF | 15'542 CHF | 98.24% | 98.24% |
07.11.2024 | 36.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'491 CHF | 16'246 CHF | 98.63% | 98.63% |