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 | 14.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'980 CHF | 37'490 CHF | 99.09% | 99.09% |
19.11.2024 | 11.91% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'984 CHF | 44'992 CHF | 88.40% | 88.40% |
18.11.2024 | 7.57% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 415'445 | 127'420 CHF | 56'966 CHF | 97.19% | 97.19% |
15.11.2024 | 8.41% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 478'356 | 116'035 CHF | 59'703 CHF | 91.50% | 91.50% |
14.11.2024 | 23.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'943 CHF | 23'971 CHF | 99.02% | 99.02% |
13.11.2024 | 15.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'613 CHF | 34'807 CHF | 99.02% | 99.02% |
12.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'079 CHF | 35'040 CHF | 99.33% | 99.33% |
11.11.2024 | 20.01% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'838 CHF | 27'919 CHF | 99.33% | 99.33% |
08.11.2024 | 25.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'633 CHF | 22'317 CHF | 98.17% | 98.17% |
07.11.2024 | 16.14% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'377 CHF | 33'689 CHF | 97.24% | 97.24% |