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 | 72.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'930 CHF | 9'465 CHF | 99.39% | 99.39% |
19.11.2024 | 66.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'148 CHF | 10'074 CHF | 96.64% | 96.64% |
18.11.2024 | 73.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'617 CHF | 9'308 CHF | 97.61% | 97.61% |
15.11.2024 | 95.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'576 CHF | 7'788 CHF | 96.48% | 96.48% |
14.11.2024 | 92.11% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'922 CHF | 7'961 CHF | 99.37% | 99.37% |
13.11.2024 | 91.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'004 CHF | 8'002 CHF | 99.03% | 99.03% |
12.11.2024 | 104.55% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'592 CHF | 7'296 CHF | 99.25% | 99.25% |
11.11.2024 | 106.61% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'430 CHF | 7'215 CHF | 99.36% | 99.36% |
08.11.2024 | 74.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'705 CHF | 9'352 CHF | 99.35% | 99.35% |
07.11.2024 | 61.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'251 CHF | 10'626 CHF | 98.69% | 98.69% |