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 | 40.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'971 CHF | 14'985 CHF | 98.94% | 98.94% |
19.11.2024 | 48.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'945 CHF | 13'472 CHF | 98.75% | 98.75% |
18.11.2024 | 38.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'015 CHF | 15'508 CHF | 99.22% | 99.22% |
15.11.2024 | 34.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'423 CHF | 17'212 CHF | 99.41% | 99.41% |
14.11.2024 | 51.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'914 CHF | 12'457 CHF | 97.61% | 97.61% |
13.11.2024 | 77.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'068 CHF | 9'034 CHF | 99.34% | 99.34% |
12.11.2024 | 61.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'529 CHF | 10'764 CHF | 99.34% | 99.34% |
11.11.2024 | 39.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'384 CHF | 15'192 CHF | 99.06% | 99.06% |
08.11.2024 | 37.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'732 CHF | 15'866 CHF | 98.52% | 98.52% |
07.11.2024 | 21.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'356 CHF | 25'678 CHF | 98.61% | 98.61% |