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 | 99.17% | 99.17% |
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 | 99.17% | 99.17% |
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 | 99.23% | 99.23% |
15.11.2024 | 52.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'491 CHF | 12'746 CHF | 99.17% | 99.17% |
14.11.2024 | 46.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'433 CHF | 13'717 CHF | 99.16% | 99.16% |
13.11.2024 | 60.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'456 CHF | 11'228 CHF | 99.16% | 99.16% |
12.11.2024 | 45.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'837 CHF | 13'918 CHF | 99.16% | 99.16% |
11.11.2024 | 39.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'127 CHF | 15'064 CHF | 99.17% | 99.17% |
08.11.2024 | 37.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'971 CHF | 15'986 CHF | 99.17% | 99.17% |
07.11.2024 | 18.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 477'452 | 48'178 CHF | 27'722 CHF | 98.26% | 98.26% |