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 | 98.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'140 CHF | 7'570 CHF | 99.10% | 99.10% |
19.11.2024 | 102.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'864 CHF | 7'432 CHF | 96.65% | 96.65% |
18.11.2024 | 125.46% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'976 CHF | 6'488 CHF | 97.05% | 97.05% |
15.11.2024 | 110.04% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'102 CHF | 7'051 CHF | 95.85% | 95.85% |
14.11.2024 | 108.60% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'226 CHF | 7'113 CHF | 99.31% | 99.31% |
13.11.2024 | 94.30% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'659 CHF | 7'829 CHF | 99.13% | 99.13% |
12.11.2024 | 100.43% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'971 CHF | 7'486 CHF | 99.37% | 99.37% |
11.11.2024 | 85.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'716 CHF | 8'358 CHF | 99.37% | 99.37% |
08.11.2024 | 84.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'896 CHF | 8'448 CHF | 98.21% | 98.21% |
07.11.2024 | 87.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'506 CHF | 8'253 CHF | 98.62% | 98.62% |