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 | 128.45% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'963 CHF | 6'482 CHF | 95.74% | 98.90% |
19.11.2024 | 83.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'240 CHF | 8'620 CHF | 98.54% | 98.54% |
18.11.2024 | 70.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'336 CHF | 9'668 CHF | 96.85% | 96.85% |
15.11.2024 | 70.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'540 CHF | 9'770 CHF | 97.91% | 97.91% |
14.11.2024 | 49.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'356 CHF | 13'178 CHF | 86.39% | 97.30% |
13.11.2024 | 26.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'646 CHF | 22'323 CHF | 98.89% | 98.89% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 93.92% | 93.92% |
11.11.2024 | 51.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'570 CHF | 12'785 CHF | 98.80% | 98.80% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 92.61% | 92.61% |
07.11.2024 | 65.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'575 CHF | 10'288 CHF | 97.60% | 97.60% |