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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.53% | 99.53% |
19.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.16% | 99.16% |
18.11.2024 | 27.39% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'854 CHF | 20'927 CHF | 99.28% | 99.28% |
15.11.2024 | 27.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'055 CHF | 20'527 CHF | 99.38% | 99.38% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 97.74% | 97.74% |
13.11.2024 | 35.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'173 CHF | 17'086 CHF | 99.21% | 99.21% |
12.11.2024 | 30.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'619 CHF | 19'310 CHF | 99.57% | 99.57% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.39% | 99.39% |
08.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'003 CHF | 20'001 CHF | 99.35% | 99.35% |
07.11.2024 | 22.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'713 CHF | 24'857 CHF | 97.70% | 97.70% |