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 | 40.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'898 CHF | 14'949 CHF | 99.42% | 99.42% |
19.11.2024 | 44.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'290 CHF | 14'145 CHF | 96.80% | 96.80% |
18.11.2024 | 40.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'932 CHF | 14'966 CHF | 97.70% | 97.70% |
15.11.2024 | 40.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'692 CHF | 14'846 CHF | 96.58% | 96.58% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.33% | 99.33% |
13.11.2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'217 CHF | 15'108 CHF | 98.80% | 98.80% |
12.11.2024 | 34.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'807 CHF | 17'404 CHF | 99.38% | 99.38% |
11.11.2024 | 30.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'193 CHF | 19'096 CHF | 99.36% | 99.36% |
08.11.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'143 CHF | 20'071 CHF | 99.34% | 99.34% |
07.11.2024 | 28.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'543 CHF | 20'272 CHF | 98.66% | 98.66% |