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 | 122.97% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'201 CHF | 6'601 CHF | 90.39% | 90.39% |
19.11.2024 | 125.68% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'085 CHF | 6'543 CHF | 95.59% | 95.59% |
18.11.2024 | 151.68% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'650 CHF | 5'825 CHF | 94.40% | 94.40% |
15.11.2024 | 131.10% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'721 CHF | 6'360 CHF | 94.70% | 94.70% |
14.11.2024 | 131.48% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'741 CHF | 6'370 CHF | 97.54% | 97.54% |
13.11.2024 | 134.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'466 CHF | 6'233 CHF | 96.77% | 96.77% |
12.11.2024 | 130.51% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'698 CHF | 6'349 CHF | 94.95% | 94.95% |
11.11.2024 | 136.89% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'348 CHF | 6'174 CHF | 95.45% | 95.45% |
08.11.2024 | 129.52% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'787 CHF | 6'394 CHF | 98.22% | 98.22% |
07.11.2024 | 124.63% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'096 CHF | 6'548 CHF | 97.72% | 97.72% |