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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 CHF | 20'000 CHF | 0.05% | 99.56% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 CHF | 20'000 CHF | 0.04% | 99.53% |
18.11.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 350'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.58% |
15.11.2024 | 80.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'372 CHF | 17'372 CHF | 0.01% | 98.36% |
14.11.2024 | 62.50% | 0.01 CHF | 0.02 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 9'900 CHF | 18'900 CHF | 0.01% | 99.52% |
13.11.2024 | 55.56% | 0.01 CHF | 0.02 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 10'400 CHF | 18'400 CHF | 0.03% | 99.58% |
12.11.2024 | 60.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'672 CHF | 21'672 CHF | 0.04% | 99.57% |
11.11.2024 | 53.36% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 5'157 CHF | 8'657 CHF | 99.00% | 99.00% |
08.11.2024 | 24.89% | 0.04 CHF | 0.05 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 14'077 CHF | 18'077 CHF | 99.51% | 99.51% |
07.11.2024 | 27.83% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 9'303 CHF | 12'303 CHF | 99.07% | 99.07% |