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 | 136.15% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'376 CHF | 6'188 CHF | 88.19% | 88.19% |
19.11.2024 | 117.21% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'641 CHF | 6'820 CHF | 88.29% | 88.29% |
18.11.2024 | 127.29% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'881 CHF | 6'441 CHF | 89.48% | 89.48% |
15.11.2024 | 134.36% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'476 CHF | 6'238 CHF | 93.43% | 93.43% |
14.11.2024 | 124.41% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'068 CHF | 6'534 CHF | 90.25% | 90.25% |
13.11.2024 | 113.10% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'867 CHF | 6'934 CHF | 96.33% | 96.33% |
12.11.2024 | 105.13% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'580 CHF | 7'290 CHF | 94.53% | 94.53% |
11.11.2024 | 115.62% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'682 CHF | 6'841 CHF | 92.97% | 92.97% |
08.11.2024 | 95.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'471 CHF | 7'736 CHF | 95.79% | 95.79% |
07.11.2024 | 103.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'665 CHF | 7'332 CHF | 95.14% | 95.14% |