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 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.56% | 99.56% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.44% | 99.44% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.55% | 99.55% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.40% | 99.40% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 97.56% | 97.56% |
13.11.2024 | 34.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'491 CHF | 17'246 CHF | 99.38% | 99.38% |
12.11.2024 | 27.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'101 CHF | 20'551 CHF | 93.11% | 93.11% |
11.11.2024 | 20.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 496'012 | 45'172 CHF | 27'347 CHF | 99.37% | 99.37% |
08.11.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 484'416 | 50'215 CHF | 29'151 CHF | 93.12% | 93.12% |
07.11.2024 | 18.60% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'641 | 48'961 CHF | 29'339 CHF | 98.59% | 98.59% |