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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 113.53% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'006 CHF | 7'003 CHF | 26.43% | 99.25% |
20.11.2024 | 54.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'463 CHF | 12'231 CHF | 98.95% | 98.95% |
19.11.2024 | 61.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'951 CHF | 10'976 CHF | 99.27% | 99.27% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.39% | 99.39% |
15.11.2024 | 29.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 447'389 | 29'079 CHF | 17'431 CHF | 99.40% | 99.40% |
14.11.2024 | 26.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 437'248 | 32'863 CHF | 18'635 CHF | 97.71% | 97.71% |
13.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 40'000 CHF | 20'000 CHF | 99.00% | 99.00% |
12.11.2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 39'974 CHF | 19'989 CHF | 92.64% | 92.64% |
11.11.2024 | 28.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 400'000 | 1'000'000 | 487'362 | 30'190 CHF | 19'571 CHF | 98.55% | 98.55% |
08.11.2024 | 16.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 817'936 | 281'403 | 45'909 CHF | 18'469 CHF | 99.09% | 99.09% |