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 | 43.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'519 CHF | 14'260 CHF | 99.36% | 99.36% |
19.11.2024 | 40.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'912 CHF | 14'956 CHF | 99.26% | 99.26% |
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 | 99.37% | 99.37% |
15.11.2024 | 42.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'017 CHF | 14'509 CHF | 99.41% | 99.41% |
14.11.2024 | 59.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'704 CHF | 11'352 CHF | 97.50% | 97.50% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 94.05% | 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 | 93.09% | 93.09% |
11.11.2024 | 62.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 999'337 | 500'000 | 11'687 CHF | 10'848 CHF | 99.37% | 99.37% |
08.11.2024 | 44.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'650 | 18'261 CHF | 14'124 CHF | 93.13% | 93.13% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.60% | 98.60% |