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 | 63.02% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 17'049 CHF | 2'137 CHF | 99.38% | 99.38% |
19.11.2024 | 60.98% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 18'199 CHF | 2'213 CHF | 99.37% | 99.37% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 15'000 CHF | 2'000 CHF | 99.38% | 99.38% |
15.11.2024 | 65.52% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 15'647 CHF | 2'043 CHF | 99.36% | 99.36% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 15'000 CHF | 2'000 CHF | 99.38% | 99.38% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 15'000 CHF | 2'000 CHF | 99.38% | 99.38% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 15'000 CHF | 2'000 CHF | 99.15% | 99.15% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 15'000 CHF | 2'000 CHF | 99.38% | 99.38% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 15'000 CHF | 2'000 CHF | 99.37% | 99.37% |
07.11.2024 | 63.69% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 16'677 CHF | 2'112 CHF | 98.58% | 98.58% |