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 | 128.22% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'847 CHF | 6'424 CHF | 96.80% | 96.80% |
19.11.2024 | 129.29% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'797 CHF | 6'399 CHF | 95.35% | 95.35% |
18.11.2024 | 101.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'906 CHF | 7'453 CHF | 96.09% | 96.09% |
15.11.2024 | 84.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'886 CHF | 8'443 CHF | 95.69% | 95.69% |
14.11.2024 | 112.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'998 CHF | 6'999 CHF | 96.20% | 96.20% |
13.11.2024 | 110.86% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'072 CHF | 7'036 CHF | 96.42% | 96.42% |
12.11.2024 | 107.97% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'344 CHF | 7'172 CHF | 72.87% | 72.87% |
11.11.2024 | 99.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'108 CHF | 7'554 CHF | 97.06% | 97.06% |
08.11.2024 | 93.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'762 CHF | 7'881 CHF | 95.49% | 95.49% |
07.11.2024 | 106.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'458 CHF | 7'229 CHF | 97.78% | 97.78% |