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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 43.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 482'777 | 19'295 CHF | 13'893 CHF | 99.29% | 99.29% |
20.11.2024 | 76.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'134 CHF | 9'067 CHF | 99.18% | 99.18% |
19.11.2024 | 83.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'082 CHF | 8'541 CHF | 99.25% | 99.25% |
18.11.2024 | 94.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'573 CHF | 7'787 CHF | 99.39% | 99.39% |
15.11.2024 | 129.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'042 CHF | 6'521 CHF | 99.41% | 99.41% |
14.11.2024 | 153.79% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'575 CHF | 5'787 CHF | 97.51% | 97.51% |
13.11.2024 | 161.47% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'218 CHF | 5'609 CHF | 46.94% | 98.99% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 92.64% | 92.64% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.55% | 98.55% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 93.12% | 93.12% |