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 | 51.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'299 CHF | 12'149 CHF | 98.68% | 98.68% |
19.11.2024 | 56.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'909 CHF | 11'455 CHF | 96.67% | 96.67% |
18.11.2024 | 56.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'683 CHF | 11'342 CHF | 96.85% | 96.85% |
15.11.2024 | 56.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'683 CHF | 11'342 CHF | 95.77% | 95.77% |
14.11.2024 | 57.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'487 CHF | 11'244 CHF | 99.33% | 99.33% |
13.11.2024 | 50.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'649 CHF | 12'325 CHF | 98.78% | 98.78% |
12.11.2024 | 50.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'657 CHF | 12'329 CHF | 99.35% | 99.35% |
11.11.2024 | 44.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'276 CHF | 13'638 CHF | 99.36% | 99.36% |
08.11.2024 | 46.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'746 CHF | 13'373 CHF | 98.21% | 98.21% |
07.11.2024 | 47.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'983 CHF | 12'991 CHF | 98.65% | 98.65% |