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 | 60.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'530 CHF | 10'765 CHF | 99.59% | 99.59% |
19.11.2024 | 54.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'498 CHF | 11'749 CHF | 99.52% | 99.52% |
18.11.2024 | 63.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'315 CHF | 10'658 CHF | 99.58% | 99.58% |
15.11.2024 | 46.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'511 CHF | 13'755 CHF | 99.55% | 99.55% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.27% | 98.27% |
13.11.2024 | 28.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'590 CHF | 20'295 CHF | 99.56% | 99.56% |
12.11.2024 | 37.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'071 CHF | 16'036 CHF | 99.58% | 99.58% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.56% | 99.56% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.60% | 99.60% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.81% | 98.81% |