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 | 85.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 518'864 | 518'864 | 4'256 CHF | 10'398 CHF | 99.90% | 99.90% |
19.11.2024 | 78.28% | 0.01 CHF | 0.02 CHF | 980'000 | 980'000 | 526'971 | 526'971 | 4'532 CHF | 10'550 CHF | 99.55% | 99.55% |
18.11.2024 | 88.68% | 0.01 CHF | 0.02 CHF | 980'000 | 980'000 | 518'502 | 518'502 | 4'922 CHF | 12'275 CHF | 97.74% | 97.74% |
15.11.2024 | 48.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 551'645 | 551'645 | 8'511 CHF | 14'040 CHF | 99.27% | 99.27% |
14.11.2024 | 60.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 527'178 | 527'178 | 6'146 CHF | 11'440 CHF | 98.88% | 98.88% |
13.11.2024 | 64.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 521'706 | 521'706 | 5'617 CHF | 10'857 CHF | 99.34% | 99.34% |
12.11.2024 | 91.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 409'743 | 409'743 | 5'812 CHF | 11'627 CHF | 78.38% | 96.71% |
11.11.2024 | 61.87% | 0.01 CHF | 0.02 CHF | 960'000 | 960'000 | 520'755 | 520'755 | 6'124 CHF | 11'338 CHF | 97.30% | 97.30% |
08.11.2024 | 36.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 549'055 | 549'055 | 12'245 CHF | 17'758 CHF | 100.00% | 100.00% |
07.11.2024 | 24.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 577'464 | 577'464 | 20'962 CHF | 26'761 CHF | 99.77% | 99.77% |