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 | 38.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'922 CHF | 15'461 CHF | 99.50% | 99.50% |
19.11.2024 | 31.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'683 CHF | 18'842 CHF | 99.45% | 99.45% |
18.11.2024 | 31.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'129 CHF | 18'565 CHF | 99.39% | 99.39% |
15.11.2024 | 31.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'795 CHF | 18'898 CHF | 99.40% | 99.40% |
14.11.2024 | 61.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'116 CHF | 11'058 CHF | 97.56% | 97.56% |
13.11.2024 | 62.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'743 CHF | 10'871 CHF | 99.37% | 99.37% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 93.10% | 93.10% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.37% | 99.37% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 93.11% | 93.11% |
07.11.2024 | 43.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'684 CHF | 14'342 CHF | 98.60% | 98.60% |