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 | 107.40% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'360 CHF | 7'180 CHF | 99.41% | 99.41% |
19.11.2024 | 115.35% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'767 CHF | 6'884 CHF | 96.68% | 96.68% |
18.11.2024 | 82.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'154 CHF | 8'577 CHF | 97.65% | 97.65% |
15.11.2024 | 82.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'161 CHF | 8'581 CHF | 96.57% | 96.57% |
14.11.2024 | 88.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'321 CHF | 8'160 CHF | 99.34% | 99.34% |
13.11.2024 | 96.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'342 CHF | 7'671 CHF | 99.32% | 99.32% |
12.11.2024 | 91.34% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'979 CHF | 7'990 CHF | 99.36% | 99.36% |
11.11.2024 | 66.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'962 CHF | 9'981 CHF | 99.33% | 99.33% |
08.11.2024 | 59.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'861 CHF | 10'930 CHF | 99.34% | 99.34% |
07.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'024 CHF | 12'512 CHF | 98.64% | 98.64% |