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 | 66.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'100 CHF | 10'050 CHF | 98.03% | 98.03% |
19.11.2024 | 71.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'064 CHF | 9'532 CHF | 67.27% | 98.43% |
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 | 98.74% | 98.74% |
15.11.2024 | 66.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'034 CHF | 10'017 CHF | 87.97% | 98.54% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 50.57% | 97.47% |
13.11.2024 | 64.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'744 CHF | 10'372 CHF | 86.36% | 98.83% |
12.11.2024 | 64.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'912 CHF | 10'456 CHF | 98.56% | 98.56% |
11.11.2024 | 39.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'100 CHF | 15'050 CHF | 99.16% | 99.16% |
08.11.2024 | 39.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'034 CHF | 15'017 CHF | 98.50% | 98.50% |
07.11.2024 | 27.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'580 CHF | 21'290 CHF | 98.05% | 98.05% |