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 | 15.13% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'815 | 61'248 CHF | 29'256 CHF | 99.35% | 99.35% |
19.11.2024 | 14.80% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'236 | 62'831 CHF | 29'149 CHF | 96.60% | 96.60% |
18.11.2024 | 13.50% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 69'346 CHF | 31'738 CHF | 97.20% | 97.20% |
15.11.2024 | 13.21% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 70'759 CHF | 32'304 CHF | 95.85% | 95.85% |
14.11.2024 | 21.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'322 CHF | 25'661 CHF | 99.30% | 99.30% |
13.11.2024 | 19.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'823 CHF | 28'911 CHF | 99.09% | 99.09% |
12.11.2024 | 21.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'690 CHF | 25'845 CHF | 99.34% | 99.34% |
11.11.2024 | 26.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'205 CHF | 21'602 CHF | 96.28% | 96.28% |
08.11.2024 | 13.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 426'688 | 68'767 CHF | 33'339 CHF | 96.77% | 96.77% |
07.11.2024 | 14.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'981 | 63'560 CHF | 36'328 CHF | 98.65% | 98.65% |