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 | 39.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'236 CHF | 15'118 CHF | 97.62% | 97.62% |
19.11.2024 | 47.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'227 CHF | 13'114 CHF | 95.11% | 95.11% |
18.11.2024 | 51.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'665 CHF | 12'332 CHF | 96.23% | 96.23% |
15.11.2024 | 49.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'387 CHF | 13'193 CHF | 96.43% | 96.43% |
14.11.2024 | 48.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'703 CHF | 13'352 CHF | 97.07% | 97.07% |
13.11.2024 | 43.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'769 CHF | 14'384 CHF | 97.79% | 97.79% |
12.11.2024 | 63.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'073 CHF | 10'537 CHF | 92.65% | 92.65% |
11.11.2024 | 64.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'995 CHF | 10'497 CHF | 98.40% | 98.40% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 96.33% | 96.33% |
07.11.2024 | 50.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'924 CHF | 12'962 CHF | 98.05% | 98.05% |