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 | 105.80% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'555 CHF | 7'277 CHF | 97.45% | 97.45% |
19.11.2024 | 103.40% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'722 CHF | 7'361 CHF | 97.91% | 97.91% |
18.11.2024 | 104.65% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'773 CHF | 7'386 CHF | 99.14% | 99.14% |
15.11.2024 | 96.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'429 CHF | 7'714 CHF | 98.30% | 98.30% |
14.11.2024 | 91.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'079 CHF | 8'039 CHF | 97.09% | 97.09% |
13.11.2024 | 94.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'611 CHF | 7'806 CHF | 98.68% | 98.68% |
12.11.2024 | 98.86% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'205 CHF | 7'602 CHF | 97.62% | 97.62% |
11.11.2024 | 71.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'073 CHF | 9'536 CHF | 99.03% | 99.03% |
08.11.2024 | 73.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'662 CHF | 9'331 CHF | 98.95% | 98.95% |
07.11.2024 | 68.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'567 CHF | 9'784 CHF | 98.38% | 98.38% |