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 | 55.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'063 CHF | 12'031 CHF | 90.87% | 90.87% |
19.11.2024 | 60.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'357 CHF | 11'179 CHF | 96.31% | 96.31% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 96.86% | 96.86% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 95.57% | 95.57% |
14.11.2024 | 52.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'218 CHF | 12'609 CHF | 98.88% | 98.88% |
13.11.2024 | 64.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'661 CHF | 10'330 CHF | 98.89% | 98.89% |
12.11.2024 | 39.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'006 CHF | 15'003 CHF | 98.72% | 98.72% |
11.11.2024 | 31.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'530 CHF | 18'765 CHF | 98.69% | 98.69% |
08.11.2024 | 38.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'555 CHF | 15'777 CHF | 98.84% | 98.84% |
07.11.2024 | 30.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'883 CHF | 18'942 CHF | 98.20% | 98.20% |