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 | 55.92% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 22'104 CHF | 3'710 CHF | 98.68% | 98.68% |
19.11.2024 | 63.92% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 16'544 CHF | 3'154 CHF | 99.38% | 99.38% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 15'000 CHF | 3'000 CHF | 99.26% | 99.26% |
15.11.2024 | 42.19% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 28'767 CHF | 4'377 CHF | 99.38% | 99.38% |
14.11.2024 | 33.95% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 39'207 CHF | 5'421 CHF | 99.37% | 99.37% |
13.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.38% | 99.38% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.38% | 99.38% |
11.11.2024 | 32.02% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 40'468 CHF | 5'547 CHF | 99.38% | 99.38% |
08.11.2024 | 24.73% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 54'080 CHF | 6'908 CHF | 99.38% | 99.38% |
07.11.2024 | 34.73% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 37'194 CHF | 5'219 CHF | 98.38% | 98.38% |