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 | 22.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'607 CHF | 24'804 CHF | 99.35% | 99.35% |
19.11.2024 | 26.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'197 CHF | 21'598 CHF | 96.30% | 96.30% |
18.11.2024 | 28.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'502 CHF | 20'251 CHF | 94.25% | 94.25% |
15.11.2024 | 23.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'737 CHF | 23'869 CHF | 91.83% | 91.83% |
14.11.2024 | 22.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'350 CHF | 25'175 CHF | 94.55% | 94.55% |
13.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'997 CHF | 24'998 CHF | 83.28% | 83.28% |
12.11.2024 | 19.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'751 CHF | 28'876 CHF | 91.91% | 91.91% |
11.11.2024 | 17.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'635 CHF | 31'318 CHF | 82.28% | 82.28% |
08.11.2024 | 18.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'930 CHF | 29'965 CHF | 89.19% | 89.19% |
07.11.2024 | 18.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'583 CHF | 29'792 CHF | 80.49% | 80.49% |