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 | 76.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'066 CHF | 9'033 CHF | 88.98% | 88.98% |
19.11.2024 | 67.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'008 CHF | 10'004 CHF | 95.02% | 95.02% |
18.11.2024 | 77.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'939 CHF | 8'969 CHF | 94.61% | 94.61% |
15.11.2024 | 60.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'461 CHF | 10'731 CHF | 93.23% | 93.23% |
14.11.2024 | 55.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'098 CHF | 11'549 CHF | 97.44% | 97.44% |
13.11.2024 | 53.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'828 CHF | 11'914 CHF | 98.72% | 98.72% |
12.11.2024 | 50.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'827 CHF | 12'414 CHF | 95.31% | 95.31% |
11.11.2024 | 57.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'288 CHF | 11'144 CHF | 95.33% | 95.33% |
08.11.2024 | 50.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'737 CHF | 12'369 CHF | 96.66% | 96.66% |
07.11.2024 | 50.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'709 CHF | 12'355 CHF | 97.42% | 97.42% |