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 | 52.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'433 CHF | 12'216 CHF | 98.93% | 98.93% |
19.11.2024 | 55.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'734 CHF | 12'367 CHF | 95.77% | 95.77% |
18.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 96.95% | 96.95% |
15.11.2024 | 142.91% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'139 CHF | 6'070 CHF | 95.16% | 95.16% |
14.11.2024 | 116.57% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'793 CHF | 6'897 CHF | 98.17% | 98.17% |
13.11.2024 | 33.82% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'672 CHF | 17'336 CHF | 98.28% | 98.28% |
12.11.2024 | 44.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'559 CHF | 13'779 CHF | 98.37% | 98.37% |
11.11.2024 | 59.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'867 CHF | 10'933 CHF | 98.73% | 98.73% |
08.11.2024 | 48.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'626 CHF | 12'813 CHF | 97.69% | 97.69% |
07.11.2024 | 49.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'525 CHF | 13'262 CHF | 98.15% | 98.15% |