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 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 68.44% | 98.87% |
19.11.2024 | 52.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'953 | 15'227 CHF | 12'612 CHF | 98.55% | 98.55% |
18.11.2024 | 40.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'978 CHF | 14'989 CHF | 97.64% | 97.64% |
15.11.2024 | 41.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'485 CHF | 14'743 CHF | 97.89% | 97.89% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 97.30% | 97.30% |
13.11.2024 | 30.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 999'954 | 500'000 | 28'723 CHF | 19'362 CHF | 98.91% | 98.91% |
12.11.2024 | 57.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'357 CHF | 11'179 CHF | 97.69% | 97.69% |
11.11.2024 | 50.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'973 CHF | 12'487 CHF | 98.80% | 98.80% |
08.11.2024 | 60.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'674 CHF | 10'837 CHF | 98.76% | 98.76% |
07.11.2024 | 54.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'781 | 13'395 CHF | 11'693 CHF | 97.61% | 97.61% |