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 | 28.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'983 CHF | 19'992 CHF | 98.75% | 98.75% |
19.11.2024 | 28.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'815 CHF | 19'907 CHF | 88.65% | 88.65% |
18.11.2024 | 27.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'639 CHF | 20'820 CHF | 97.14% | 97.14% |
15.11.2024 | 26.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'870 CHF | 21'435 CHF | 91.50% | 91.50% |
14.11.2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'121 CHF | 25'060 CHF | 98.98% | 98.98% |
13.11.2024 | 22.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'446 CHF | 24'723 CHF | 98.93% | 98.93% |
12.11.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'034 CHF | 25'017 CHF | 99.31% | 99.31% |
11.11.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'036 CHF | 30'018 CHF | 99.31% | 99.31% |
08.11.2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'745 CHF | 29'872 CHF | 98.12% | 98.12% |
07.11.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'679 CHF | 34'839 CHF | 98.63% | 98.63% |