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 | 81.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'315 CHF | 8'657 CHF | 97.97% | 97.97% |
19.11.2024 | 75.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'409 CHF | 9'204 CHF | 87.56% | 87.56% |
18.11.2024 | 91.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'082 CHF | 8'041 CHF | 96.22% | 96.22% |
15.11.2024 | 72.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'769 CHF | 9'384 CHF | 96.49% | 96.49% |
14.11.2024 | 75.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'250 CHF | 9'125 CHF | 90.91% | 90.91% |
13.11.2024 | 56.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'834 CHF | 11'417 CHF | 83.94% | 83.94% |
12.11.2024 | 84.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'851 CHF | 8'425 CHF | 99.39% | 99.39% |
11.11.2024 | 98.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'245 CHF | 7'622 CHF | 96.66% | 96.66% |
08.11.2024 | 81.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'421 CHF | 8'711 CHF | 99.36% | 99.36% |
07.11.2024 | 95.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'513 CHF | 7'756 CHF | 69.12% | 69.12% |