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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 119.77% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'505 CHF | 6'752 CHF | 92.21% | 97.08% |
25.11.2024 | 122.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'310 CHF | 6'655 CHF | 97.69% | 98.72% |
22.11.2024 | 132.01% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'614 CHF | 6'307 CHF | 95.86% | 99.10% |
20.11.2024 | 127.29% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'875 CHF | 6'438 CHF | 91.59% | 98.32% |
19.11.2024 | 142.05% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'086 CHF | 6'043 CHF | 93.85% | 98.89% |
18.11.2024 | 110.85% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'063 CHF | 7'031 CHF | 99.19% | 99.19% |
15.11.2024 | 108.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'231 CHF | 7'115 CHF | 97.98% | 97.98% |
14.11.2024 | 95.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'468 CHF | 7'734 CHF | 95.10% | 95.10% |
13.11.2024 | 161.30% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'279 CHF | 5'639 CHF | 86.48% | 96.71% |
12.11.2024 | 158.89% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'333 CHF | 5'667 CHF | 94.33% | 94.33% |