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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 31.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'815 CHF | 18'908 CHF | 99.28% | 99.28% |
20.11.2024 | 22.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 492'434 | 40'316 CHF | 24'748 CHF | 99.15% | 99.15% |
19.11.2024 | 22.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 496'531 | 39'527 CHF | 24'590 CHF | 99.27% | 99.27% |
18.11.2024 | 18.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 408'597 | 48'245 CHF | 23'728 CHF | 99.38% | 99.38% |
15.11.2024 | 15.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 954'788 | 354'788 | 57'499 CHF | 24'829 CHF | 99.39% | 99.39% |
14.11.2024 | 14.83% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 950'009 | 350'009 | 59'462 CHF | 25'308 CHF | 97.47% | 97.47% |
13.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 63'001 CHF | 24'000 CHF | 98.99% | 98.99% |
12.11.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'224 | 300'224 | 62'990 CHF | 24'008 CHF | 92.63% | 92.63% |
11.11.2024 | 16.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 996'847 | 396'847 | 56'320 CHF | 26'382 CHF | 98.54% | 98.54% |
08.11.2024 | 10.61% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 773'557 | 257'852 | 69'486 CHF | 25'740 CHF | 93.12% | 93.12% |