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 | 83.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'041 CHF | 8'520 CHF | 98.59% | 98.59% |
19.11.2024 | 67.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'922 CHF | 9'961 CHF | 96.18% | 96.18% |
18.11.2024 | 67.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'805 CHF | 9'903 CHF | 96.70% | 96.70% |
15.11.2024 | 63.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'799 CHF | 10'400 CHF | 95.34% | 95.34% |
14.11.2024 | 54.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'573 CHF | 11'786 CHF | 98.43% | 98.43% |
13.11.2024 | 49.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'280 CHF | 12'640 CHF | 98.30% | 98.30% |
12.11.2024 | 55.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'049 CHF | 11'524 CHF | 98.93% | 98.93% |
11.11.2024 | 61.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'336 CHF | 10'668 CHF | 97.86% | 97.86% |
08.11.2024 | 49.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'143 CHF | 12'572 CHF | 98.85% | 98.85% |
07.11.2024 | 44.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'914 CHF | 13'957 CHF | 98.29% | 98.29% |