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 | 113.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'899 CHF | 6'949 CHF | 93.56% | 93.56% |
19.11.2024 | 101.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'971 CHF | 7'486 CHF | 96.32% | 96.32% |
18.11.2024 | 97.23% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'536 CHF | 7'768 CHF | 98.25% | 98.25% |
15.11.2024 | 82.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'141 CHF | 8'571 CHF | 93.99% | 93.99% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 18.41% | 95.36% |
13.11.2024 | 65.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'294 CHF | 10'147 CHF | 97.72% | 97.72% |
12.11.2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'031 CHF | 12'515 CHF | 96.59% | 96.59% |
11.11.2024 | 54.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'223 CHF | 11'611 CHF | 93.61% | 93.61% |
08.11.2024 | 44.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'668 CHF | 13'834 CHF | 95.69% | 95.69% |
07.11.2024 | 43.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'012 CHF | 14'006 CHF | 96.18% | 96.18% |