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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 36.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'342 CHF | 16'671 CHF | 97.43% | 97.43% |
25.11.2024 | 23.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'830 CHF | 23'915 CHF | 99.40% | 99.40% |
22.11.2024 | 17.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 465'862 | 53'314 CHF | 29'278 CHF | 99.36% | 99.36% |
20.11.2024 | 18.62% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'053 | 48'951 CHF | 29'409 CHF | 99.42% | 99.42% |
19.11.2024 | 18.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'182 | 49'533 CHF | 29'710 CHF | 96.68% | 96.68% |
18.11.2024 | 22.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'546 CHF | 25'273 CHF | 97.70% | 97.70% |
15.11.2024 | 27.60% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'583 CHF | 20'791 CHF | 96.39% | 96.39% |
14.11.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'075 CHF | 20'037 CHF | 99.34% | 99.34% |
13.11.2024 | 28.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'316 CHF | 20'158 CHF | 98.81% | 98.81% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.25% | 99.25% |