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 | 47.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'159 CHF | 13'079 CHF | 99.34% | 99.34% |
19.11.2024 | 41.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'497 CHF | 14'748 CHF | 96.69% | 96.69% |
18.11.2024 | 48.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'821 CHF | 12'910 CHF | 96.69% | 96.69% |
15.11.2024 | 46.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'690 CHF | 13'345 CHF | 96.57% | 96.57% |
14.11.2024 | 39.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'403 CHF | 15'202 CHF | 99.35% | 99.35% |
13.11.2024 | 34.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'893 CHF | 16'946 CHF | 98.94% | 98.94% |
12.11.2024 | 45.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'340 CHF | 13'670 CHF | 99.38% | 99.38% |
11.11.2024 | 50.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'008 CHF | 12'504 CHF | 99.27% | 99.27% |
08.11.2024 | 43.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'097 CHF | 14'048 CHF | 99.36% | 99.36% |
07.11.2024 | 41.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'335 CHF | 14'667 CHF | 98.80% | 98.80% |