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 | 45.87% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 25'307 CHF | 4'031 CHF | 99.38% | 99.38% |
19.11.2024 | 44.96% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 26'143 CHF | 4'114 CHF | 99.37% | 99.37% |
18.11.2024 | 34.34% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 36'239 CHF | 5'124 CHF | 99.22% | 99.22% |
15.11.2024 | 26.86% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 48'721 CHF | 6'372 CHF | 99.37% | 99.37% |
14.11.2024 | 20.34% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 66'459 CHF | 8'146 CHF | 99.38% | 99.38% |
13.11.2024 | 19.88% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 68'076 CHF | 8'308 CHF | 99.38% | 99.38% |
12.11.2024 | 15.88% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 87'047 CHF | 10'205 CHF | 99.37% | 99.37% |
11.11.2024 | 13.88% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 100'679 CHF | 11'568 CHF | 99.38% | 99.38% |
08.11.2024 | 16.12% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 85'652 CHF | 10'065 CHF | 99.37% | 99.37% |
07.11.2024 | 20.00% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 68'823 CHF | 8'382 CHF | 99.29% | 99.29% |