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 | 21.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'003 CHF | 26'001 CHF | 99.36% | 99.36% |
19.11.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 442'418 | 51'063 CHF | 26'805 CHF | 96.68% | 96.68% |
18.11.2024 | 22.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'963 CHF | 24'981 CHF | 96.50% | 96.50% |
15.11.2024 | 19.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 476'307 | 46'867 CHF | 26'973 CHF | 96.47% | 96.47% |
14.11.2024 | 15.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 999'903 | 399'903 | 60'126 CHF | 28'045 CHF | 99.37% | 99.37% |
13.11.2024 | 12.93% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 965'341 | 365'341 | 70'044 CHF | 30'031 CHF | 98.95% | 98.95% |
12.11.2024 | 17.58% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 999'651 | 419'294 | 52'693 CHF | 26'188 CHF | 99.37% | 99.37% |
11.11.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'907 CHF | 24'954 CHF | 99.28% | 99.28% |
08.11.2024 | 18.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 488'876 | 48'032 CHF | 28'349 CHF | 99.36% | 99.36% |
07.11.2024 | 19.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 493'282 | 46'665 CHF | 27'901 CHF | 98.74% | 98.74% |