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 | 53.07% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 25'001 CHF | 4'000 CHF | 98.68% | 98.68% |
19.11.2024 | 30.99% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 42'370 CHF | 5'737 CHF | 99.38% | 99.38% |
18.11.2024 | 22.94% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 59'400 CHF | 7'440 CHF | 99.25% | 99.25% |
15.11.2024 | 24.50% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 54'610 CHF | 6'961 CHF | 99.38% | 99.38% |
14.11.2024 | 28.08% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 47'017 CHF | 6'202 CHF | 99.37% | 99.37% |
13.11.2024 | 32.36% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 40'029 CHF | 5'503 CHF | 99.38% | 99.38% |
12.11.2024 | 25.71% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 51'757 CHF | 6'676 CHF | 99.38% | 99.38% |
11.11.2024 | 22.79% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 59'101 CHF | 7'410 CHF | 99.38% | 99.38% |
08.11.2024 | 26.36% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 51'585 CHF | 6'659 CHF | 99.38% | 99.38% |
07.11.2024 | 21.39% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 63'302 CHF | 7'830 CHF | 98.38% | 98.38% |