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 | 98.61% | 98.61% |
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 | 88.86% | 88.86% |
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 | 97.19% | 97.19% |
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 | 91.45% | 91.45% |
14.11.2024 | 65.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'426 CHF | 10'213 CHF | 98.97% | 98.97% |
13.11.2024 | 66.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'080 CHF | 10'040 CHF | 98.67% | 98.67% |
12.11.2024 | 40.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'939 CHF | 14'970 CHF | 99.31% | 99.31% |
11.11.2024 | 28.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 468'452 | 30'359 CHF | 18'882 CHF | 99.32% | 99.32% |
08.11.2024 | 28.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'468 | 29'912 CHF | 19'894 CHF | 98.12% | 98.12% |
07.11.2024 | 17.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 933'739 | 333'739 | 50'865 CHF | 21'326 CHF | 98.54% | 98.54% |