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 | 63.41% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 16'831 CHF | 5'305 CHF | 99.37% | 99.37% |
19.11.2024 | 58.56% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 19'558 CHF | 5'760 CHF | 99.38% | 99.38% |
18.11.2024 | 59.46% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 19'052 CHF | 5'675 CHF | 99.25% | 99.25% |
15.11.2024 | 57.14% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 20'357 CHF | 5'893 CHF | 99.38% | 99.38% |
14.11.2024 | 40.26% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 29'855 CHF | 7'476 CHF | 99.37% | 99.37% |
13.11.2024 | 44.01% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 27'742 CHF | 7'124 CHF | 99.37% | 99.37% |
12.11.2024 | 54.15% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 22'040 CHF | 6'173 CHF | 99.38% | 99.38% |
11.11.2024 | 62.24% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 17'492 CHF | 5'415 CHF | 99.38% | 99.38% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.37% | 99.37% |
07.11.2024 | 44.85% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 27'272 CHF | 7'045 CHF | 98.36% | 98.36% |