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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 CHF | 3'000 CHF | 99.38% | 99.38% |
19.11.2024 | 31.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 27'412 CHF | 5'612 CHF | 99.38% | 99.38% |
18.11.2024 | 38.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 21'033 CHF | 4'655 CHF | 99.38% | 99.38% |
15.11.2024 | 38.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 21'630 CHF | 4'744 CHF | 98.91% | 98.91% |
14.11.2024 | 39.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 20'315 CHF | 4'547 CHF | 99.38% | 99.38% |
13.11.2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 30'239 CHF | 6'036 CHF | 99.38% | 99.38% |
12.11.2024 | 32.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 26'439 CHF | 5'466 CHF | 99.16% | 99.16% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 20'000 CHF | 4'500 CHF | 99.38% | 99.38% |
08.11.2024 | 38.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 21'270 CHF | 4'690 CHF | 99.37% | 99.37% |
07.11.2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 20'216 CHF | 4'532 CHF | 98.59% | 98.59% |