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 | 27.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'452 CHF | 20'726 CHF | 97.97% | 97.97% |
19.11.2024 | 26.53% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'521 | 33'155 CHF | 21'282 CHF | 87.56% | 87.56% |
18.11.2024 | 29.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'118 CHF | 19'559 CHF | 96.26% | 96.26% |
15.11.2024 | 25.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'038 CHF | 22'019 CHF | 96.67% | 96.67% |
14.11.2024 | 28.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'478 CHF | 20'239 CHF | 90.93% | 90.93% |
13.11.2024 | 21.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'927 CHF | 25'463 CHF | 83.93% | 83.93% |
12.11.2024 | 34.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'991 CHF | 16'996 CHF | 99.36% | 99.36% |
11.11.2024 | 37.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'732 CHF | 15'866 CHF | 96.66% | 96.66% |
08.11.2024 | 36.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'083 CHF | 16'541 CHF | 99.34% | 99.34% |
07.11.2024 | 45.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'847 CHF | 13'424 CHF | 69.15% | 69.15% |