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 | 27.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'175 CHF | 20'587 CHF | 98.83% | 98.83% |
19.11.2024 | 21.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 451'519 | 42'586 CHF | 23'565 CHF | 96.41% | 96.41% |
18.11.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 485'923 | 40'083 CHF | 24'329 CHF | 96.78% | 96.78% |
15.11.2024 | 20.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 441'258 | 43'745 CHF | 23'561 CHF | 95.47% | 95.47% |
14.11.2024 | 16.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 987'413 | 388'149 | 55'070 CHF | 25'389 CHF | 98.42% | 98.42% |
13.11.2024 | 15.18% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 991'860 | 391'860 | 60'431 CHF | 27'749 CHF | 98.22% | 98.22% |
12.11.2024 | 18.19% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 432'080 | 50'385 CHF | 25'984 CHF | 98.95% | 98.95% |
11.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'997 CHF | 24'999 CHF | 97.86% | 97.86% |
08.11.2024 | 16.22% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 57'021 CHF | 26'808 CHF | 98.82% | 98.82% |
07.11.2024 | 14.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 972'491 | 384'343 | 64'454 CHF | 28'849 CHF | 98.29% | 98.29% |