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 | 24.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'258 CHF | 23'129 CHF | 99.37% | 99.37% |
19.11.2024 | 23.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'510 CHF | 24'255 CHF | 95.81% | 95.81% |
18.11.2024 | 22.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'489 CHF | 25'245 CHF | 97.25% | 97.25% |
15.11.2024 | 21.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'924 CHF | 26'462 CHF | 95.47% | 95.47% |
14.11.2024 | 36.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'708 CHF | 16'354 CHF | 99.31% | 99.31% |
13.11.2024 | 30.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'154 CHF | 19'077 CHF | 98.97% | 98.97% |
12.11.2024 | 29.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'065 CHF | 19'533 CHF | 99.36% | 99.36% |
11.11.2024 | 38.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'736 CHF | 15'868 CHF | 96.28% | 96.28% |
08.11.2024 | 19.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'372 CHF | 28'186 CHF | 96.77% | 96.77% |
07.11.2024 | 21.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'180 CHF | 26'090 CHF | 98.64% | 98.64% |