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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 72.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'725 CHF | 9'863 CHF | 99.28% | 99.28% |
20.11.2024 | 70.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'240 CHF | 9'620 CHF | 99.10% | 99.10% |
19.11.2024 | 87.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'707 CHF | 8'353 CHF | 87.23% | 87.23% |
18.11.2024 | 112.08% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'956 CHF | 6'978 CHF | 97.32% | 97.32% |
15.11.2024 | 106.23% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'618 CHF | 7'309 CHF | 91.57% | 91.57% |
14.11.2024 | 24.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'080 CHF | 23'040 CHF | 99.03% | 99.03% |
13.11.2024 | 52.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'071 CHF | 12'536 CHF | 98.69% | 98.69% |
12.11.2024 | 45.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'140 CHF | 13'570 CHF | 99.33% | 99.33% |
11.11.2024 | 36.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'243 CHF | 16'121 CHF | 99.33% | 99.33% |
08.11.2024 | 33.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'955 CHF | 17'477 CHF | 98.18% | 98.18% |