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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 CHF | 15'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 CHF | 15'000 CHF | 99.38% | 99.38% |
18.11.2024 | 55.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 14'176 CHF | 18'132 CHF | 99.38% | 99.38% |
15.11.2024 | 43.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 18'823 CHF | 21'617 CHF | 99.34% | 99.34% |
14.11.2024 | 27.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 32'368 CHF | 31'776 CHF | 99.38% | 99.38% |
13.11.2024 | 19.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 47'593 CHF | 43'195 CHF | 99.38% | 99.38% |
12.11.2024 | 19.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 47'533 CHF | 43'150 CHF | 99.14% | 99.14% |
11.11.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 1'000'000 | 750'000 | 999'978 | 750'000 | 69'145 CHF | 59'360 CHF | 99.13% | 99.13% |
08.11.2024 | 15.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 750'000 | 1'000'000 | 749'977 | 59'904 CHF | 52'427 CHF | 99.37% | 99.37% |
07.11.2024 | 12.87% | 0.08 CHF | 0.09 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 73'050 CHF | 62'288 CHF | 98.56% | 98.56% |