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 | 24.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'207 CHF | 23'603 CHF | 99.52% | 99.52% |
19.11.2024 | 26.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'006 CHF | 22'003 CHF | 99.57% | 99.57% |
18.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.37% | 99.37% |
15.11.2024 | 24.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'794 CHF | 23'397 CHF | 99.41% | 99.41% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 97.51% | 97.51% |
13.11.2024 | 34.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'428 CHF | 17'214 CHF | 99.38% | 99.38% |
12.11.2024 | 29.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'555 CHF | 19'778 CHF | 93.10% | 93.10% |
11.11.2024 | 28.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'703 CHF | 20'351 CHF | 99.37% | 99.37% |
08.11.2024 | 24.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'954 CHF | 22'977 CHF | 93.13% | 93.13% |
07.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.59% | 98.59% |