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 | 86.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'599 CHF | 8'300 CHF | 98.63% | 98.63% |
19.11.2024 | 87.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'447 CHF | 8'224 CHF | 88.38% | 88.38% |
18.11.2024 | 74.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'416 CHF | 9'208 CHF | 97.14% | 97.14% |
15.11.2024 | 62.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'465 CHF | 10'733 CHF | 91.29% | 91.29% |
14.11.2024 | 60.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'623 CHF | 10'812 CHF | 99.00% | 99.00% |
13.11.2024 | 61.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'267 CHF | 10'634 CHF | 98.69% | 98.69% |
12.11.2024 | 54.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'305 CHF | 11'652 CHF | 99.31% | 99.31% |
11.11.2024 | 45.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'776 CHF | 13'388 CHF | 99.32% | 99.32% |
08.11.2024 | 48.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'610 CHF | 12'805 CHF | 98.11% | 98.11% |
07.11.2024 | 40.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'706 CHF | 14'853 CHF | 98.66% | 98.66% |