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 | 18.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'596 CHF | 29'298 CHF | 99.36% | 99.36% |
19.11.2024 | 17.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'369 CHF | 30'685 CHF | 96.70% | 96.70% |
18.11.2024 | 15.31% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'346 CHF | 35'173 CHF | 97.56% | 97.56% |
15.11.2024 | 15.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'315 CHF | 34'658 CHF | 96.20% | 96.20% |
14.11.2024 | 17.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'432 CHF | 30'716 CHF | 99.53% | 99.53% |
13.11.2024 | 18.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'648 CHF | 29'824 CHF | 98.77% | 98.77% |
12.11.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'774 CHF | 30'887 CHF | 99.36% | 99.36% |
11.11.2024 | 15.99% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'818 CHF | 33'909 CHF | 99.38% | 99.38% |
08.11.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'580 CHF | 29'790 CHF | 98.24% | 98.24% |
07.11.2024 | 15.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'502 CHF | 34'251 CHF | 98.71% | 98.71% |