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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 97.13% | 97.13% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 97.63% | 97.63% |
18.11.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'204 CHF | 15'102 CHF | 99.15% | 99.15% |
15.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'818 CHF | 14'909 CHF | 97.70% | 97.70% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'998 CHF | 19'999 CHF | 96.91% | 96.91% |
13.11.2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'970 CHF | 24'985 CHF | 97.97% | 97.97% |
12.11.2024 | 18.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'976 CHF | 29'988 CHF | 97.90% | 97.90% |
11.11.2024 | 17.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'367 CHF | 31'184 CHF | 98.44% | 98.44% |
08.11.2024 | 13.68% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'716 CHF | 39'358 CHF | 98.14% | 98.14% |
07.11.2024 | 15.88% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'527 CHF | 34'264 CHF | 97.65% | 97.65% |