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 | 123.84% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 5'115 CHF | 2'012 CHF | 99.38% | 99.38% |
19.11.2024 | 107.18% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 6'554 CHF | 2'155 CHF | 99.37% | 99.37% |
18.11.2024 | 65.95% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'496 CHF | 3'050 CHF | 99.23% | 99.23% |
15.11.2024 | 46.00% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 25'622 CHF | 4'062 CHF | 99.37% | 99.37% |
14.11.2024 | 24.70% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 53'977 CHF | 6'898 CHF | 99.37% | 99.37% |
13.11.2024 | 23.33% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 57'006 CHF | 7'201 CHF | 99.37% | 99.37% |
12.11.2024 | 15.60% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 88'864 CHF | 10'386 CHF | 99.37% | 99.37% |
11.11.2024 | 11.85% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 119'527 CHF | 13'453 CHF | 99.38% | 99.38% |
08.11.2024 | 16.28% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 84'997 CHF | 10'000 CHF | 99.37% | 99.37% |
07.11.2024 | 20.99% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 66'015 CHF | 8'101 CHF | 99.29% | 99.29% |