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 | 42.12% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 28'806 CHF | 5'841 CHF | 99.37% | 99.37% |
19.11.2024 | 66.11% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'312 CHF | 4'042 CHF | 99.38% | 99.38% |
18.11.2024 | 63.89% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 16'563 CHF | 4'208 CHF | 99.26% | 99.26% |
15.11.2024 | 38.18% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 32'386 CHF | 6'318 CHF | 99.38% | 99.38% |
14.11.2024 | 36.17% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 35'031 CHF | 6'671 CHF | 99.37% | 99.37% |
13.11.2024 | 40.93% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 31'289 CHF | 6'172 CHF | 99.38% | 99.38% |
12.11.2024 | 31.54% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 41'108 CHF | 7'481 CHF | 99.38% | 99.38% |
11.11.2024 | 24.14% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 55'663 CHF | 9'422 CHF | 99.38% | 99.38% |
08.11.2024 | 23.10% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 57'942 CHF | 9'726 CHF | 99.37% | 99.37% |
07.11.2024 | 26.89% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 48'981 CHF | 8'531 CHF | 98.36% | 98.36% |