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 | 38.49% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 31'977 CHF | 4'698 CHF | 99.38% | 99.38% |
19.11.2024 | 41.17% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 29'935 CHF | 4'493 CHF | 99.38% | 99.38% |
18.11.2024 | 35.73% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 35'604 CHF | 5'060 CHF | 99.26% | 99.26% |
15.11.2024 | 40.57% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 29'678 CHF | 4'468 CHF | 99.38% | 99.38% |
14.11.2024 | 60.44% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 18'501 CHF | 3'350 CHF | 99.38% | 99.38% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.37% | 99.37% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.38% | 99.38% |
11.11.2024 | 50.33% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 24'192 CHF | 3'919 CHF | 99.38% | 99.38% |
08.11.2024 | 30.80% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 42'072 CHF | 5'707 CHF | 99.38% | 99.38% |
07.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 98.38% | 98.38% |