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 | 60.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'345 CHF | 11'173 CHF | 93.25% | 93.25% |
19.11.2024 | 53.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'946 CHF | 12'473 CHF | 96.11% | 96.11% |
18.11.2024 | 62.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'404 CHF | 10'702 CHF | 98.31% | 98.31% |
15.11.2024 | 53.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'959 CHF | 12'479 CHF | 94.88% | 94.88% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 95.77% | 95.77% |
13.11.2024 | 36.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'943 CHF | 16'471 CHF | 97.59% | 97.59% |
12.11.2024 | 31.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'894 CHF | 18'447 CHF | 96.76% | 96.76% |
11.11.2024 | 34.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'987 CHF | 16'993 CHF | 93.34% | 93.34% |
08.11.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'010 CHF | 20'005 CHF | 96.41% | 96.41% |
07.11.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'276 CHF | 20'138 CHF | 96.06% | 96.06% |