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 | 133.69% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'515 CHF | 6'258 CHF | 98.83% | 98.83% |
19.11.2024 | 107.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'389 CHF | 7'195 CHF | 96.18% | 96.18% |
18.11.2024 | 108.33% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'271 CHF | 7'136 CHF | 96.90% | 96.90% |
15.11.2024 | 102.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'794 CHF | 7'397 CHF | 95.42% | 95.42% |
14.11.2024 | 86.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'636 CHF | 8'318 CHF | 98.45% | 98.45% |
13.11.2024 | 77.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'861 CHF | 8'931 CHF | 98.29% | 98.29% |
12.11.2024 | 87.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'497 CHF | 8'248 CHF | 98.94% | 98.94% |
11.11.2024 | 94.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'609 CHF | 7'805 CHF | 97.88% | 97.88% |
08.11.2024 | 76.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'106 CHF | 9'053 CHF | 98.85% | 98.85% |
07.11.2024 | 69.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'586 CHF | 9'793 CHF | 98.30% | 98.30% |