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 | 99.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'037 CHF | 7'518 CHF | 88.94% | 88.94% |
19.11.2024 | 88.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'551 CHF | 8'275 CHF | 95.01% | 95.01% |
18.11.2024 | 99.17% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'111 CHF | 7'556 CHF | 94.44% | 94.44% |
15.11.2024 | 78.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'725 CHF | 8'863 CHF | 93.36% | 93.36% |
14.11.2024 | 71.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'058 CHF | 9'529 CHF | 97.45% | 97.45% |
13.11.2024 | 70.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'176 CHF | 9'588 CHF | 98.69% | 98.69% |
12.11.2024 | 65.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'299 CHF | 10'149 CHF | 95.21% | 95.21% |
11.11.2024 | 75.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'272 CHF | 9'136 CHF | 95.45% | 95.45% |
08.11.2024 | 64.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'466 CHF | 10'233 CHF | 96.61% | 96.61% |
07.11.2024 | 64.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'558 CHF | 10'279 CHF | 97.58% | 97.58% |