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 | 82.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'160 CHF | 8'580 CHF | 97.66% | 97.66% |
19.11.2024 | 105.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'529 CHF | 7'264 CHF | 94.88% | 94.88% |
18.11.2024 | 102.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'834 CHF | 7'417 CHF | 96.26% | 96.26% |
15.11.2024 | 95.47% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'570 CHF | 7'785 CHF | 96.42% | 96.42% |
14.11.2024 | 95.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'550 CHF | 7'775 CHF | 96.40% | 96.40% |
13.11.2024 | 86.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'552 CHF | 8'276 CHF | 97.83% | 97.83% |
12.11.2024 | 99.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'093 CHF | 7'547 CHF | 92.64% | 92.64% |
11.11.2024 | 95.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'451 CHF | 7'725 CHF | 98.15% | 98.15% |
08.11.2024 | 100.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'952 CHF | 7'476 CHF | 97.78% | 97.78% |
07.11.2024 | 83.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'149 CHF | 8'574 CHF | 98.04% | 98.04% |