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 | 46.86% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 26'139 CHF | 6'856 CHF | 99.37% | 99.37% |
19.11.2024 | 40.12% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 31'004 CHF | 7'667 CHF | 99.37% | 99.37% |
18.11.2024 | 33.15% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 38'994 CHF | 8'999 CHF | 99.22% | 99.22% |
15.11.2024 | 30.74% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 42'154 CHF | 9'526 CHF | 99.37% | 99.37% |
14.11.2024 | 22.95% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 58'285 CHF | 12'214 CHF | 99.38% | 99.38% |
13.11.2024 | 22.04% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 60'718 CHF | 12'620 CHF | 99.38% | 99.38% |
12.11.2024 | 18.25% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 74'793 CHF | 14'966 CHF | 99.38% | 99.38% |
11.11.2024 | 16.13% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 86'028 CHF | 16'838 CHF | 99.37% | 99.37% |
08.11.2024 | 19.98% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 68'330 CHF | 13'888 CHF | 99.37% | 99.37% |
07.11.2024 | 24.11% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 55'611 CHF | 11'769 CHF | 99.28% | 99.28% |