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 | 96.91% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'385 CHF | 7'692 CHF | 90.79% | 90.79% |
19.11.2024 | 83.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'938 CHF | 8'469 CHF | 96.28% | 96.28% |
18.11.2024 | 76.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'095 CHF | 9'048 CHF | 96.69% | 96.69% |
15.11.2024 | 75.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'290 CHF | 9'145 CHF | 95.45% | 95.45% |
14.11.2024 | 83.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'950 CHF | 8'475 CHF | 98.86% | 98.86% |
13.11.2024 | 89.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'197 CHF | 8'099 CHF | 98.82% | 98.82% |
12.11.2024 | 75.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'345 CHF | 9'173 CHF | 98.71% | 98.71% |
11.11.2024 | 71.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'011 CHF | 9'505 CHF | 98.70% | 98.70% |
08.11.2024 | 74.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'373 CHF | 9'187 CHF | 98.86% | 98.86% |
07.11.2024 | 68.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'587 CHF | 9'793 CHF | 98.24% | 98.24% |