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 | 81.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'486 CHF | 8'743 CHF | 96.39% | 97.02% |
25.11.2024 | 90.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'291 CHF | 8'146 CHF | 98.88% | 98.88% |
22.11.2024 | 95.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'471 CHF | 7'735 CHF | 99.18% | 99.18% |
20.11.2024 | 99.16% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'121 CHF | 7'560 CHF | 97.17% | 98.08% |
19.11.2024 | 100.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'976 CHF | 7'488 CHF | 97.45% | 97.45% |
18.11.2024 | 83.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'029 CHF | 8'515 CHF | 98.44% | 98.44% |
15.11.2024 | 77.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'853 CHF | 8'926 CHF | 97.85% | 97.85% |
14.11.2024 | 71.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'067 CHF | 9'533 CHF | 95.43% | 95.43% |
13.11.2024 | 111.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'092 CHF | 7'046 CHF | 94.09% | 96.68% |
12.11.2024 | 111.25% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'028 CHF | 7'014 CHF | 91.54% | 91.54% |