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 | 66.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'195 CHF | 10'097 CHF | 98.93% | 98.93% |
19.11.2024 | 56.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'844 CHF | 11'922 CHF | 98.24% | 98.24% |
18.11.2024 | 39.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'549 CHF | 15'274 CHF | 98.93% | 98.93% |
15.11.2024 | 35.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'991 CHF | 16'995 CHF | 98.34% | 98.34% |
14.11.2024 | 37.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'384 CHF | 16'192 CHF | 97.76% | 97.76% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.93% | 98.93% |
12.11.2024 | 30.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'758 CHF | 19'379 CHF | 91.59% | 91.59% |
11.11.2024 | 36.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'977 CHF | 16'489 CHF | 98.63% | 98.63% |
08.11.2024 | 41.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'375 CHF | 14'688 CHF | 96.19% | 96.19% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.08% | 98.08% |