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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'000 CHF | 4'000 CHF | 99.37% | 99.37% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'000 CHF | 4'000 CHF | 99.37% | 99.37% |
18.11.2024 | 66.23% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'243 CHF | 4'032 CHF | 99.22% | 99.22% |
15.11.2024 | 37.51% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 33'268 CHF | 6'436 CHF | 98.94% | 98.94% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.37% | 99.37% |
13.11.2024 | 32.44% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 39'920 CHF | 7'323 CHF | 99.37% | 99.37% |
12.11.2024 | 32.10% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 40'364 CHF | 7'382 CHF | 99.38% | 99.38% |
11.11.2024 | 25.52% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 52'216 CHF | 8'962 CHF | 99.37% | 99.37% |
08.11.2024 | 26.16% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 50'690 CHF | 8'759 CHF | 99.37% | 99.37% |
07.11.2024 | 24.05% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 55'680 CHF | 9'424 CHF | 99.29% | 99.29% |