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 | 63.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'760 CHF | 10'380 CHF | 90.84% | 90.84% |
19.11.2024 | 56.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'635 CHF | 11'318 CHF | 96.33% | 96.33% |
18.11.2024 | 50.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'767 CHF | 12'383 CHF | 96.75% | 96.75% |
15.11.2024 | 49.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'067 CHF | 12'533 CHF | 95.56% | 95.56% |
14.11.2024 | 57.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'545 CHF | 11'273 CHF | 98.85% | 98.85% |
13.11.2024 | 61.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'378 CHF | 10'689 CHF | 98.88% | 98.88% |
12.11.2024 | 50.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'870 CHF | 12'435 CHF | 98.70% | 98.70% |
11.11.2024 | 47.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'327 CHF | 13'163 CHF | 98.68% | 98.68% |
08.11.2024 | 49.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'345 CHF | 12'673 CHF | 98.86% | 98.86% |
07.11.2024 | 46.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'504 CHF | 13'252 CHF | 98.24% | 98.24% |