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 | 28.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'874 CHF | 19'937 CHF | 99.42% | 99.42% |
19.11.2024 | 28.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'759 CHF | 19'879 CHF | 96.70% | 96.70% |
18.11.2024 | 36.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'688 CHF | 16'344 CHF | 97.69% | 97.69% |
15.11.2024 | 40.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'062 CHF | 15'031 CHF | 96.45% | 96.45% |
14.11.2024 | 42.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'893 CHF | 14'447 CHF | 99.38% | 99.38% |
13.11.2024 | 40.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'849 CHF | 14'924 CHF | 99.04% | 99.04% |
12.11.2024 | 65.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'327 CHF | 10'163 CHF | 99.25% | 99.25% |
11.11.2024 | 55.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'068 CHF | 12'034 CHF | 99.35% | 99.35% |
08.11.2024 | 42.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'985 CHF | 14'492 CHF | 99.35% | 99.35% |
07.11.2024 | 30.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'742 CHF | 19'371 CHF | 98.74% | 98.74% |