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 | 95.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'458 CHF | 7'729 CHF | 99.55% | 99.55% |
19.11.2024 | 97.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'374 CHF | 7'687 CHF | 98.76% | 98.76% |
18.11.2024 | 77.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'927 CHF | 8'964 CHF | 99.38% | 99.38% |
15.11.2024 | 63.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'846 CHF | 10'423 CHF | 99.41% | 99.41% |
14.11.2024 | 83.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'241 CHF | 8'621 CHF | 97.61% | 97.61% |
13.11.2024 | 121.44% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'286 CHF | 6'643 CHF | 99.34% | 99.34% |
12.11.2024 | 108.95% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'266 CHF | 7'133 CHF | 96.02% | 96.02% |
11.11.2024 | 74.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'439 CHF | 9'220 CHF | 99.06% | 99.06% |
08.11.2024 | 74.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'488 CHF | 9'244 CHF | 99.17% | 99.17% |
07.11.2024 | 36.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'718 CHF | 16'359 CHF | 98.60% | 98.60% |