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 | 37.75% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 32'952 CHF | 6'394 CHF | 99.38% | 99.38% |
19.11.2024 | 39.86% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'185 CHF | 6'025 CHF | 99.37% | 99.37% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.22% | 99.22% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 98.96% | 98.96% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.37% | 99.37% |
13.11.2024 | 57.93% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 19'917 CHF | 4'656 CHF | 99.37% | 99.37% |
12.11.2024 | 29.31% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 44'033 CHF | 7'871 CHF | 99.38% | 99.38% |
11.11.2024 | 34.63% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 37'054 CHF | 6'941 CHF | 99.38% | 99.38% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.37% | 99.37% |
07.11.2024 | 44.59% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 27'420 CHF | 5'656 CHF | 99.29% | 99.29% |