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 | 90.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'323 CHF | 8'162 CHF | 99.26% | 99.26% |
19.11.2024 | 72.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'937 CHF | 9'468 CHF | 88.74% | 88.74% |
18.11.2024 | 69.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'487 CHF | 9'744 CHF | 97.51% | 97.51% |
15.11.2024 | 72.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'999 CHF | 9'500 CHF | 96.43% | 96.43% |
14.11.2024 | 103.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'811 CHF | 7'406 CHF | 99.27% | 99.27% |
13.11.2024 | 86.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'598 CHF | 8'299 CHF | 99.26% | 99.26% |
12.11.2024 | 92.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'813 CHF | 7'906 CHF | 96.66% | 96.66% |
11.11.2024 | 109.55% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'231 CHF | 7'115 CHF | 99.02% | 99.02% |
08.11.2024 | 91.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'926 CHF | 7'963 CHF | 99.25% | 99.25% |
07.11.2024 | 76.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'138 CHF | 9'069 CHF | 98.52% | 98.52% |