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 | 27.18% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 48'276 CHF | 6'328 CHF | 99.38% | 99.38% |
19.11.2024 | 28.44% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'320 CHF | 6'032 CHF | 99.38% | 99.38% |
18.11.2024 | 26.87% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 49'023 CHF | 6'402 CHF | 99.26% | 99.26% |
15.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.38% | 99.38% |
14.11.2024 | 30.11% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 42'978 CHF | 5'798 CHF | 99.37% | 99.37% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.38% | 99.38% |
12.11.2024 | 33.83% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 38'092 CHF | 5'309 CHF | 99.38% | 99.38% |
11.11.2024 | 28.81% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 44'686 CHF | 5'969 CHF | 99.38% | 99.38% |
08.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.38% | 99.38% |
07.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 98.38% | 98.38% |