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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 70.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'196 CHF | 9'598 CHF | 98.25% | 98.25% |
20.11.2024 | 119.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'396 CHF | 6'698 CHF | 99.35% | 99.35% |
19.11.2024 | 119.34% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'424 CHF | 6'712 CHF | 96.27% | 96.27% |
18.11.2024 | 124.07% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'068 CHF | 6'534 CHF | 94.10% | 94.10% |
15.11.2024 | 108.74% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'341 CHF | 7'170 CHF | 91.43% | 91.43% |
14.11.2024 | 93.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'726 CHF | 7'863 CHF | 94.65% | 94.65% |
13.11.2024 | 99.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'093 CHF | 7'547 CHF | 83.49% | 83.49% |
12.11.2024 | 79.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'670 CHF | 8'835 CHF | 91.90% | 91.90% |
11.11.2024 | 71.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'054 CHF | 9'527 CHF | 82.28% | 82.28% |
08.11.2024 | 82.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'106 CHF | 8'553 CHF | 89.24% | 89.24% |