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 | 48.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'896 CHF | 12'948 CHF | 88.19% | 88.19% |
19.11.2024 | 38.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'596 CHF | 15'798 CHF | 88.27% | 88.27% |
18.11.2024 | 43.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'128 CHF | 14'064 CHF | 89.56% | 89.56% |
15.11.2024 | 52.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'154 CHF | 12'077 CHF | 93.33% | 93.33% |
14.11.2024 | 51.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'693 CHF | 12'346 CHF | 91.94% | 91.94% |
13.11.2024 | 44.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'591 CHF | 13'796 CHF | 96.34% | 96.34% |
12.11.2024 | 45.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'006 CHF | 13'503 CHF | 94.52% | 94.52% |
11.11.2024 | 55.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'984 CHF | 11'492 CHF | 92.95% | 92.95% |
08.11.2024 | 41.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'391 CHF | 14'696 CHF | 95.77% | 95.77% |
07.11.2024 | 41.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'559 CHF | 14'780 CHF | 95.13% | 95.13% |