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 | 118.20% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'634 CHF | 6'817 CHF | 96.80% | 96.80% |
19.11.2024 | 145.34% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'998 CHF | 5'999 CHF | 95.35% | 95.35% |
18.11.2024 | 82.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'243 CHF | 8'622 CHF | 96.11% | 96.11% |
15.11.2024 | 66.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'088 CHF | 10'044 CHF | 95.08% | 95.08% |
14.11.2024 | 97.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'351 CHF | 7'675 CHF | 96.43% | 96.43% |
13.11.2024 | 102.70% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'895 CHF | 7'447 CHF | 96.30% | 96.30% |
12.11.2024 | 81.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'351 CHF | 8'676 CHF | 97.00% | 97.00% |
11.11.2024 | 65.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'286 CHF | 10'143 CHF | 97.05% | 97.05% |
08.11.2024 | 57.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'599 CHF | 11'300 CHF | 95.50% | 95.50% |
07.11.2024 | 63.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'798 CHF | 10'399 CHF | 97.55% | 97.55% |