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 | 81.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'395 CHF | 8'698 CHF | 90.84% | 90.84% |
19.11.2024 | 74.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'555 CHF | 9'277 CHF | 96.35% | 96.35% |
18.11.2024 | 64.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'611 CHF | 10'306 CHF | 96.77% | 96.77% |
15.11.2024 | 62.55% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'995 CHF | 10'498 CHF | 95.57% | 95.57% |
14.11.2024 | 74.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'520 CHF | 9'260 CHF | 98.86% | 98.86% |
13.11.2024 | 81.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'363 CHF | 8'682 CHF | 98.89% | 98.89% |
12.11.2024 | 63.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'784 CHF | 10'392 CHF | 98.70% | 98.70% |
11.11.2024 | 56.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'754 CHF | 11'377 CHF | 98.66% | 98.66% |
08.11.2024 | 59.55% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'810 CHF | 10'905 CHF | 98.86% | 98.86% |
07.11.2024 | 58.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'357 CHF | 11'179 CHF | 98.20% | 98.20% |