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 | 99.46% | 99.46% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 96.81% | 96.81% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 97.72% | 97.72% |
15.11.2024 | 45.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'063 CHF | 14'031 CHF | 96.53% | 96.53% |
14.11.2024 | 26.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'886 CHF | 21'443 CHF | 99.35% | 99.35% |
13.11.2024 | 38.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'018 CHF | 15'509 CHF | 98.91% | 98.91% |
12.11.2024 | 30.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'324 CHF | 19'162 CHF | 99.37% | 99.37% |
11.11.2024 | 25.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'394 CHF | 22'697 CHF | 99.38% | 99.38% |
08.11.2024 | 18.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'253 CHF | 29'627 CHF | 99.34% | 99.34% |
07.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'024 CHF | 30'012 CHF | 98.66% | 98.66% |