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 | 39.73% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'360 CHF | 4'536 CHF | 99.37% | 99.37% |
19.11.2024 | 42.25% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 28'733 CHF | 4'373 CHF | 99.37% | 99.37% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.23% | 99.23% |
15.11.2024 | 56.19% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 20'891 CHF | 3'589 CHF | 99.37% | 99.37% |
14.11.2024 | 53.68% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'499'990 | 150'000 | 22'306 CHF | 3'731 CHF | 99.38% | 99.38% |
13.11.2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 29'838 CHF | 4'484 CHF | 99.37% | 99.37% |
12.11.2024 | 39.41% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'772 CHF | 4'577 CHF | 99.37% | 99.37% |
11.11.2024 | 24.75% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 54'024 CHF | 6'902 CHF | 99.37% | 99.37% |
08.11.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 60'027 CHF | 7'503 CHF | 99.25% | 99.25% |
07.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 60'020 CHF | 7'502 CHF | 99.30% | 99.30% |