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 | 97.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'354 CHF | 7'677 CHF | 99.48% | 99.48% |
19.11.2024 | 81.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'468 CHF | 8'734 CHF | 96.72% | 96.72% |
18.11.2024 | 109.61% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'212 CHF | 7'106 CHF | 97.65% | 97.65% |
15.11.2024 | 98.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'216 CHF | 7'608 CHF | 96.57% | 96.57% |
14.11.2024 | 89.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'255 CHF | 8'127 CHF | 99.39% | 99.39% |
13.11.2024 | 76.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'147 CHF | 9'074 CHF | 99.37% | 99.37% |
12.11.2024 | 85.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'752 CHF | 8'376 CHF | 99.37% | 99.37% |
11.11.2024 | 83.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'281 CHF | 8'641 CHF | 99.34% | 99.34% |
08.11.2024 | 59.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'903 CHF | 10'952 CHF | 99.38% | 99.38% |
07.11.2024 | 57.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'469 CHF | 11'234 CHF | 98.69% | 98.69% |