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 | 67.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'788 CHF | 9'894 CHF | 99.35% | 99.35% |
19.11.2024 | 62.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'114 CHF | 10'557 CHF | 96.62% | 96.62% |
18.11.2024 | 59.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'985 CHF | 10'993 CHF | 97.23% | 97.23% |
15.11.2024 | 51.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'469 CHF | 12'234 CHF | 96.00% | 96.00% |
14.11.2024 | 82.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'182 CHF | 8'591 CHF | 99.27% | 99.27% |
13.11.2024 | 72.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'846 CHF | 9'423 CHF | 99.09% | 99.09% |
12.11.2024 | 75.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'265 CHF | 9'133 CHF | 99.34% | 99.34% |
11.11.2024 | 95.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'703 CHF | 7'852 CHF | 96.29% | 96.29% |
08.11.2024 | 47.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'590 CHF | 13'295 CHF | 96.77% | 96.77% |
07.11.2024 | 46.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'546 CHF | 13'273 CHF | 98.62% | 98.62% |