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 | 58.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'000 CHF | 22'000 CHF | 0.04% | 99.60% |
19.11.2024 | 55.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'000 CHF | 23'000 CHF | 0.02% | 99.49% |
18.11.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 175'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.52% |
15.11.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'000 CHF | 22'000 CHF | 0.06% | 98.96% |
14.11.2024 | 55.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'000 CHF | 23'000 CHF | 0.02% | 99.49% |
13.11.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 175'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
12.11.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'000 CHF | 22'000 CHF | 0.05% | 99.56% |
11.11.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'000 CHF | 22'000 CHF | 0.03% | 99.53% |
08.11.2024 | 52.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'000 CHF | 24'000 CHF | 0.03% | 99.49% |
07.11.2024 | 48.69% | 0.02 CHF | 0.03 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 13'996 CHF | 22'996 CHF | 99.47% | 99.47% |