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 | 106.29% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'471 CHF | 7'235 CHF | 98.88% | 98.88% |
19.11.2024 | 85.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'806 CHF | 8'403 CHF | 98.55% | 98.55% |
18.11.2024 | 76.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'074 CHF | 9'037 CHF | 97.67% | 97.67% |
15.11.2024 | 75.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'335 CHF | 9'167 CHF | 97.90% | 97.90% |
14.11.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.32% |
13.11.2024 | 50.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'967 CHF | 12'984 CHF | 98.91% | 98.91% |
12.11.2024 | 92.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'848 CHF | 7'924 CHF | 93.91% | 93.91% |
11.11.2024 | 79.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'601 CHF | 8'801 CHF | 98.84% | 98.84% |
08.11.2024 | 95.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'530 CHF | 7'765 CHF | 97.81% | 97.81% |
07.11.2024 | 85.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'872 CHF | 8'436 CHF | 97.61% | 97.61% |