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 | 66.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'968 CHF | 4'992 CHF | 99.80% | 99.80% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.71% | 99.71% |
18.11.2024 | 88.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'763 CHF | 4'191 CHF | 99.72% | 99.72% |
15.11.2024 | 92.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'176 CHF | 4'044 CHF | 99.80% | 99.80% |
14.11.2024 | 66.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'958 CHF | 4'990 CHF | 99.80% | 99.80% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.80% | 99.80% |
12.11.2024 | 61.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'512 CHF | 5'378 CHF | 99.50% | 99.50% |
11.11.2024 | 60.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'969 CHF | 5'492 CHF | 99.72% | 99.72% |
08.11.2024 | 43.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'052 CHF | 7'013 CHF | 99.81% | 99.81% |
07.11.2024 | 43.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'783 | 250'000 | 18'012 CHF | 7'026 CHF | 95.69% | 95.69% |