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 | 86.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'650 CHF | 8'325 CHF | 88.22% | 88.22% |
19.11.2024 | 70.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'343 CHF | 9'671 CHF | 88.27% | 88.27% |
18.11.2024 | 78.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'708 CHF | 8'854 CHF | 89.44% | 89.44% |
15.11.2024 | 87.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'427 CHF | 8'213 CHF | 93.30% | 93.30% |
14.11.2024 | 83.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'070 CHF | 8'535 CHF | 90.21% | 90.21% |
13.11.2024 | 73.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'597 CHF | 9'298 CHF | 96.15% | 96.15% |
12.11.2024 | 72.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'921 CHF | 9'461 CHF | 94.51% | 94.51% |
11.11.2024 | 82.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'184 CHF | 8'592 CHF | 92.94% | 92.94% |
08.11.2024 | 64.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'484 CHF | 10'242 CHF | 95.70% | 95.70% |
07.11.2024 | 70.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'319 CHF | 9'660 CHF | 95.08% | 95.08% |