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 | 112.42% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'913 CHF | 6'957 CHF | 99.54% | 99.54% |
19.11.2024 | 112.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'880 CHF | 6'940 CHF | 99.58% | 99.58% |
18.11.2024 | 108.03% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'277 CHF | 7'138 CHF | 99.37% | 99.37% |
15.11.2024 | 111.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'041 CHF | 7'020 CHF | 99.40% | 99.40% |
14.11.2024 | 121.00% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'288 CHF | 6'644 CHF | 97.53% | 97.53% |
13.11.2024 | 152.63% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'590 CHF | 5'795 CHF | 91.76% | 99.37% |
12.11.2024 | 147.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'791 CHF | 5'895 CHF | 96.08% | 96.08% |
11.11.2024 | 140.02% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'159 CHF | 6'079 CHF | 99.37% | 99.37% |
08.11.2024 | 128.38% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'813 CHF | 6'406 CHF | 93.13% | 93.13% |
07.11.2024 | 110.37% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'071 CHF | 7'036 CHF | 98.60% | 98.60% |