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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 65.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'372 CHF | 10'186 CHF | 95.35% | 95.35% |
20.11.2024 | 60.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'699 CHF | 10'850 CHF | 97.04% | 97.04% |
19.11.2024 | 60.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'575 CHF | 10'788 CHF | 96.17% | 96.17% |
18.11.2024 | 56.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'861 CHF | 11'431 CHF | 92.66% | 92.66% |
15.11.2024 | 51.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'377 CHF | 12'189 CHF | 93.05% | 93.05% |
14.11.2024 | 55.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'212 CHF | 11'606 CHF | 98.79% | 98.79% |
13.11.2024 | 67.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'887 CHF | 9'944 CHF | 95.11% | 95.11% |
12.11.2024 | 61.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'425 CHF | 10'712 CHF | 98.91% | 98.91% |
11.11.2024 | 51.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'531 CHF | 12'266 CHF | 92.92% | 92.92% |
08.11.2024 | 49.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'364 CHF | 12'682 CHF | 97.06% | 97.06% |