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 | 38.87% | 99.17% |
19.11.2024 | 64.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'916 CHF | 10'458 CHF | 56.26% | 98.08% |
18.11.2024 | 39.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'283 CHF | 15'142 CHF | 99.14% | 99.14% |
15.11.2024 | 35.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'860 CHF | 16'930 CHF | 98.51% | 98.51% |
14.11.2024 | 37.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'569 CHF | 16'284 CHF | 97.48% | 97.48% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.14% | 99.14% |
12.11.2024 | 30.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'213 CHF | 19'607 CHF | 97.22% | 97.22% |
11.11.2024 | 42.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'175 CHF | 15'087 CHF | 98.34% | 98.34% |
08.11.2024 | 66.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'221 CHF | 10'111 CHF | 98.78% | 98.78% |
07.11.2024 | 60.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'131 CHF | 11'066 CHF | 98.10% | 98.10% |