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 | 76.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'104 CHF | 9'052 CHF | 90.42% | 90.42% |
19.11.2024 | 78.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'980 CHF | 8'990 CHF | 95.57% | 95.57% |
18.11.2024 | 95.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'530 CHF | 7'765 CHF | 94.42% | 94.42% |
15.11.2024 | 83.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'003 CHF | 8'502 CHF | 94.68% | 94.68% |
14.11.2024 | 76.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'121 CHF | 9'061 CHF | 97.43% | 97.43% |
13.11.2024 | 76.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'178 CHF | 9'089 CHF | 96.77% | 96.77% |
12.11.2024 | 78.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'769 CHF | 8'884 CHF | 94.96% | 94.96% |
11.11.2024 | 81.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'321 CHF | 8'661 CHF | 95.51% | 95.51% |
08.11.2024 | 72.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'778 CHF | 9'389 CHF | 98.16% | 98.16% |
07.11.2024 | 72.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'923 CHF | 9'462 CHF | 97.69% | 97.69% |