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 | 80.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'477 CHF | 8'738 CHF | 99.35% | 99.35% |
19.11.2024 | 79.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'559 CHF | 8'779 CHF | 96.31% | 96.31% |
18.11.2024 | 87.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'481 CHF | 8'241 CHF | 94.47% | 94.47% |
15.11.2024 | 74.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'480 CHF | 9'240 CHF | 91.53% | 91.53% |
14.11.2024 | 69.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'358 CHF | 9'679 CHF | 94.64% | 94.64% |
13.11.2024 | 69.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'342 CHF | 9'671 CHF | 83.46% | 83.46% |
12.11.2024 | 61.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'405 CHF | 10'702 CHF | 91.89% | 91.89% |
11.11.2024 | 52.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'935 CHF | 11'967 CHF | 82.34% | 82.34% |
08.11.2024 | 61.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'296 CHF | 10'648 CHF | 89.22% | 89.22% |
07.11.2024 | 60.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'645 CHF | 10'823 CHF | 80.47% | 80.47% |