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 | 36.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'225 CHF | 16'613 CHF | 99.38% | 99.38% |
19.11.2024 | 29.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'307 CHF | 19'654 CHF | 96.69% | 96.69% |
18.11.2024 | 26.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'984 CHF | 21'492 CHF | 97.53% | 97.53% |
15.11.2024 | 28.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'428 CHF | 20'214 CHF | 95.90% | 95.90% |
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 | 99.31% | 99.31% |
13.11.2024 | 30.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'624 CHF | 19'312 CHF | 98.77% | 98.77% |
12.11.2024 | 28.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'993 CHF | 19'996 CHF | 99.36% | 99.36% |
11.11.2024 | 27.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'022 CHF | 20'511 CHF | 99.37% | 99.37% |
08.11.2024 | 29.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'831 CHF | 19'416 CHF | 98.25% | 98.25% |
07.11.2024 | 26.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'829 CHF | 21'415 CHF | 98.63% | 98.63% |