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 | 126.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'494 CHF | 6'747 CHF | 98.22% | 98.75% |
19.11.2024 | 123.90% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'138 CHF | 6'569 CHF | 99.03% | 99.03% |
18.11.2024 | 98.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'135 CHF | 7'567 CHF | 99.00% | 99.00% |
15.11.2024 | 74.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'522 CHF | 9'261 CHF | 98.48% | 98.48% |
14.11.2024 | 68.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'964 CHF | 9'982 CHF | 97.42% | 97.42% |
13.11.2024 | 64.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'442 CHF | 10'221 CHF | 91.78% | 98.85% |
12.11.2024 | 53.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'811 CHF | 12'406 CHF | 98.86% | 98.86% |
11.11.2024 | 61.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'119 CHF | 11'059 CHF | 98.93% | 98.93% |
08.11.2024 | 20.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'554 CHF | 34'777 CHF | 98.67% | 98.67% |
07.11.2024 | 9.65% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'740 | 99'332 CHF | 54'632 CHF | 98.12% | 98.12% |