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 | 142.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'067 CHF | 6'034 CHF | 90.84% | 90.84% |
19.11.2024 | 124.35% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'065 CHF | 6'532 CHF | 96.19% | 96.19% |
18.11.2024 | 111.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'001 CHF | 7'001 CHF | 96.82% | 96.82% |
15.11.2024 | 108.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'270 CHF | 7'135 CHF | 95.58% | 95.58% |
14.11.2024 | 123.71% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'128 CHF | 6'564 CHF | 98.86% | 98.86% |
13.11.2024 | 135.89% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'398 CHF | 6'199 CHF | 98.86% | 98.86% |
12.11.2024 | 110.56% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'089 CHF | 7'044 CHF | 98.72% | 98.72% |
11.11.2024 | 98.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'218 CHF | 7'609 CHF | 98.67% | 98.67% |
08.11.2024 | 104.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'591 CHF | 7'296 CHF | 98.85% | 98.85% |
07.11.2024 | 99.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'101 CHF | 7'551 CHF | 98.21% | 98.21% |