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 | 148.73% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'793 CHF | 5'897 CHF | 90.84% | 90.84% |
19.11.2024 | 139.20% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'230 CHF | 6'115 CHF | 96.21% | 96.21% |
18.11.2024 | 117.70% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'627 CHF | 6'813 CHF | 96.80% | 96.80% |
15.11.2024 | 97.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'323 CHF | 7'661 CHF | 95.60% | 95.60% |
14.11.2024 | 130.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'818 CHF | 6'409 CHF | 98.89% | 98.89% |
13.11.2024 | 144.09% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'034 CHF | 6'017 CHF | 98.89% | 98.89% |
12.11.2024 | 102.01% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'877 CHF | 7'439 CHF | 98.74% | 98.74% |
11.11.2024 | 84.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'021 CHF | 8'510 CHF | 98.68% | 98.68% |
08.11.2024 | 97.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'317 CHF | 7'659 CHF | 98.86% | 98.86% |
07.11.2024 | 80.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'568 CHF | 8'784 CHF | 98.14% | 98.14% |