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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 106.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'420 CHF | 7'210 CHF | 98.55% | 98.55% |
29.10.2024 | 75.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'318 CHF | 9'159 CHF | 98.35% | 98.35% |
28.10.2024 | 71.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'140 CHF | 9'570 CHF | 95.22% | 95.22% |
25.10.2024 | 33.50% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'049 CHF | 17'524 CHF | 98.95% | 98.95% |
24.10.2024 | 34.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'350 CHF | 17'175 CHF | 98.53% | 98.53% |
23.10.2024 | 43.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'135 CHF | 14'068 CHF | 98.34% | 98.34% |
22.10.2024 | 42.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'408 CHF | 14'204 CHF | 91.72% | 91.72% |
21.10.2024 | 43.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'250 CHF | 14'125 CHF | 97.91% | 97.91% |
18.10.2024 | 35.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'624 CHF | 16'812 CHF | 97.87% | 97.87% |
17.10.2024 | 42.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'672 CHF | 14'336 CHF | 95.86% | 95.86% |