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 | 65.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'535 CHF | 3'080 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 CHF | 3'000 CHF | 99.37% | 99.37% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 CHF | 3'000 CHF | 99.23% | 99.23% |
15.11.2024 | 61.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 12'070 CHF | 3'311 CHF | 99.37% | 99.37% |
14.11.2024 | 39.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 20'522 CHF | 4'578 CHF | 99.37% | 99.37% |
13.11.2024 | 28.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 30'235 CHF | 6'035 CHF | 99.37% | 99.37% |
12.11.2024 | 14.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 67'011 CHF | 11'552 CHF | 99.37% | 99.37% |
11.11.2024 | 20.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 43'666 CHF | 8'050 CHF | 99.37% | 99.37% |
08.11.2024 | 26.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 33'780 CHF | 6'567 CHF | 99.37% | 99.37% |
07.11.2024 | 18.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 49'092 CHF | 8'864 CHF | 99.30% | 99.30% |