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 | 51.92% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 23'894 CHF | 5'186 CHF | 99.38% | 99.38% |
19.11.2024 | 43.97% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 28'908 CHF | 5'854 CHF | 99.37% | 99.37% |
18.11.2024 | 31.97% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 41'585 CHF | 7'545 CHF | 99.22% | 99.22% |
15.11.2024 | 19.47% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 70'211 CHF | 11'362 CHF | 99.37% | 99.37% |
14.11.2024 | 16.71% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 82'876 CHF | 13'050 CHF | 99.38% | 99.38% |
13.11.2024 | 17.30% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 79'753 CHF | 12'634 CHF | 99.37% | 99.37% |
12.11.2024 | 13.76% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 102'119 CHF | 15'616 CHF | 99.38% | 99.38% |
11.11.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 155'961 | 137'957 CHF | 15'832 CHF | 99.37% | 99.37% |
08.11.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 158'915 | 132'326 CHF | 15'535 CHF | 99.37% | 99.37% |
07.11.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 152'534 CHF | 16'753 CHF | 99.28% | 99.28% |