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 | 50.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'679 CHF | 12'840 CHF | 99.09% | 99.09% |
19.11.2024 | 37.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'886 CHF | 15'943 CHF | 88.84% | 88.84% |
18.11.2024 | 20.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'784 CHF | 26'892 CHF | 97.20% | 97.20% |
15.11.2024 | 22.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'734 CHF | 24'867 CHF | 89.97% | 89.97% |
14.11.2024 | 81.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'451 CHF | 8'726 CHF | 98.99% | 98.99% |
13.11.2024 | 51.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'589 CHF | 12'295 CHF | 99.03% | 99.03% |
12.11.2024 | 51.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'590 CHF | 12'295 CHF | 99.32% | 99.32% |
11.11.2024 | 70.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'506 CHF | 9'753 CHF | 99.32% | 99.32% |
08.11.2024 | 92.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'995 CHF | 7'997 CHF | 98.17% | 98.17% |
07.11.2024 | 54.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'791 CHF | 11'895 CHF | 98.55% | 98.55% |